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Hello,
You don't need to "experiment" - it is all
documented.
1. "In other words, we cant manually overrides the
no of bars that AB internally decides it needs"
Wrong. You can override everything.
You are missing the reading exactly in the same way as
Fred.
The information you are looking for is written in the
"IMPORTANT NOTES" section,
so let me copy it here and highlight the section that you
should NOT skip when reading:
It is also worth noting that certain functions like cumulative sum (Cum()) by
default request ALL past bars to guarantee the same results when QuickAFL is
enabled. But when using such a function, you may or may NOT want to use all
bars. So SetBarsRequired() gives you also ability to DECREASE the requirements
of formula. This is done by placing
SetBarsRequired at the END of your formula, as any call to SetBarsRequired
effectively overwrites previously calculated estimate. So
if
you write
x = Cum( 1 );
SetBarsRequired( 1000, 0 ); // use 1000 past bars DESPITE using Cum()
You may force AmiBroker to use only 1000 bars prior first visible even though
Cum() by itself would require all bars.
2. Yes it sums
requirements. Again, everything is described in document mentioned above.
So let me copy it and highlight relevant part
Now, how does AmiBroker know a correct ?backward ref? and ?forward ref? for
the entire formula?
Well, every AmiBroker?s built-in function is written so
that it knows its own requirements and adds
them to global ?backward ref? and ?forward ref? each time given function
is called from your formula.
As to your suggestion - it is already possible via
SetBarsRequired placed at the end see point 1.
One comment:
that is why I always say: please read carefully as I tend
to write short docs where every sentence and every word counts and is
important.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, July 06, 2008 8:50 AM
Subject: [amibroker] Re: AmiBroker 5.14.0 BETA
released
> After a bit of
experimentation, I can answer most of my own queries
> 1. SetBarsRequired
- the backref parameter doesnt change the no of
> past bars that AB says
it needs, but it changes the initial buffer
> (30 bars). So
setbarsrequired(30, -1) has the same effect as
> setbarsrequired(-1, -1).
In other words, we cant manually overrides
> the no of bars that AB
internally decides it needs
> 2. if you enter setbarsrequired(0, 0); and A
= MA(c, 50); the check
> and Profile tells you that you'll need 50 past
bars. Fair enough.
> However, if you also put in B = MA(c, 50), it now
says you'll need
> 100 bars. I can only say that AB always assumes the
most pessimistic
> scenario in calcuating the past bars required. Thats
probably
> explains why I end up with such a large no. for my AFL. while
in
> reality it only uses a fraction of that past data.
>
>
And finally a question to Tomasz if I may, would you consider a means
>
for the more adventurous users to overrides the defaults, In other
>
words, means for me to tell AB I only want a certain number of past
>
bars, sometime in the future.
>
> Paul.
>
> --- In
amibroker@xxxxxxxxxxxxxxx, "Paul Ho"
<paultsho@xxx> wrote:
>>
>> Hi
>> I have just
done some checking on my afls. I have been custom
> cuting
>>
databases for a few years now to speed up run time. So I know
>> from
experience how much data these afls need before the start
> date.
>> In looking at Code Check & profile, One of the AFLs state I
need
> 4342
>> past bars before the start date, which is approx
20 years of daily
>> data. I only have approx 18 years. So using
QuickAFL wouldnt make
> any
>> difference to the execution
time. But from experimenting with
> various
>> starting date in
my custom database, I know that this afl only
> needs
>>
400 bars (1 & 1/2 years) of data before the start date. Obviously,
>> 400 bars back would make a marked difference in speed (thats why I
>> started this years ago).
>> I do not know why there is a
difference between what AB calculates
>> and what it actually uses.
>> I also notice that setting the bars required manually to something
>> less than what Code and Profile says makes no difference to either
>> the results (which I would expect to ) or runtime. Is that correct
>> that setbarsrequired cannot be set to less than What AB
calculates?
>>
>
>
>
>
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To get support from AmiBroker please send an e-mail directly to
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