|
Hello,
Yes, your understanding is now
fully correct.
I know that you have read the docs, and I am glad you
did,
but as you can see I did not really need to write
anything more than
what was already available. Just repeated/copied
what was written already, but this time it worked.
I perfectly know that you must be saying "I will kill TJ
if he says read the docs again",
but please belive me I am not saying it because I am
that bad, but just because I know
that the exact answer is there. Of course it is easier when
somebody brings it "on the plate",
but sometimes I do not really have energy/time to do
so.
And while I am usually very keen to help
first-timers/beginners, I expect more from local experts.
I agree that everybody can interpret
things differently, but I only say, that if somebody is in
doubt,
one should say so, instead of assuming that somebody's
interpretation is correct.
I would imagine, that if I was in doubt I would
say
"I don't know if I interpret things correctly,
...."
or
"Is my assumption correct that ...... "
That would make finding actual "help" requests on
the list. Statements without such clause
may cause impression that person does not ask, but states the
100% sure facts.
And that then leads to full thread of misunderstandings that
take hours/days to straighten out.
Better yet use e-mail to support. If in doubt there is
no better way.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, July 06, 2008 11:56
AM
Subject: RE: [amibroker] Re: AmiBroker
5.14.0 BETA released
Thank you Tomasz,
I read the document, a number of times in fact.but I
dont think I understood what you were trying to say.
But I think I get it now.
The last setbarsrequiared overwrites what is being
estimated, and its the last statement that counts. I always had a different
impression.
for example
beta =
MA(C, 50); // AB wants 80 bars
SetBarsRequired(0, 0); // I
overwrite it, now uses 0 past bars
alpha =
MA(C, 50); // AB estimates 80 bars again
SetBarsRequired(0, 0); // I
overwrite it again; in fact.
Am i correct?
Of course I actually only need to put
the SetBarsRequired statement once in the right place to overrides
everything.
Please understand Tomasz, different
people intreprets what you say differently, through no fault of their
own. It is good that You can provide further explanations on a forum like
this.
I am now REALLY happy. custom cutting
databases is a thing of the past for me.
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@xxxxxxxxxps.com, "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?
>>
>
>
>
>
------------------------------------
>
> Please
note that this group is for discussion between users only.
>
>
To get support from AmiBroker please send an e-mail directly to
>
SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS
and other news always check DEVLOG:
> http://www.amibroker.com/devlog/>
> For other support material please check also:
> http://www.amibroker.com/support.html> Yahoo! Groups Links
>
> <*> To visit your
group on the web, go to:
> http://groups.yahoo.com/group/amibroker/>
> <*> Your email
settings:
> Individual Email | Traditional
>
> <*> To change settings online go
to:
> http://groups.yahoo.com/group/amibroker/join> (Yahoo! ID required)
>
>
<*> To change settings via email:
> mailto:amibroker-digest@xxxxxxxxxps.com
> mailto:amibroker-fullfeatured@yahoogroups.com>
> <*> To unsubscribe from this group, send an email
to:
> amibroker-unsubscribe@xxxxxxxxxxxxcom>
> <*> Your use of Yahoo! Groups is subject
to:
> http://docs.yahoo.com/info/terms/>
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
__,_._,___
|