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Re: [amibroker] Paul Ho: Memory Challenges with Great Ranking Tool - Corrigendum (?)



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Ooops. Two hours is a long time.
I know you will find a solution.
Best of luck.

Ken Close wrote:

Doji:
 
Thanks for the suggestion but it did not help speed things up.  Maybe it did but not enough that I could measure.  The SP500 still said it would take almost 2 hours to sort.
 
I am still on the hunt...
 
Ken


From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Doji
Sent: Sunday, July 06, 2008 1:20 PM
To: amibroker@xxxxxxxxxps.com
Subject: Re: [amibroker] Paul Ho: Memory Challenges with Great Ranking Tool - Corrigendum (?)

Totrank = rocrank + rsirank; needs to be taken out out of {} (is this what is called a loop?) for version 5.10.

//  Ranking_Alt01.afl    KSC    07/05/2008
//  Original code by Paul Ho, Amibroker list 07/05/2008
//  Modifications and expansions by Ken Close 07/05/2008
//  Will ordinal rank every symbol in watchlist for every bar.

mOwnROC = ROC(C, 14);
mOwnRSI = RSIa(C, 14);
mRoc = 0;
mRSI = 0;
list = CategoryGetSymbols(categoryWatchlist, 16);
ROCcount[0] = rocrank[0] = 0;
RSIcount[0] = RSIrank[0] = 0;

for(i = 0; (sym = StrExtract(list, i)) != ""; i++)
  {
   SetForeign(sym);
   mRoc = ROC(C, 14);
   mRSI = RSIa(C, 14);
   RestorePriceArrays();
   n = !IsNull(mRoc);
   m = !IsNull(mRSI);
   roccount += n;
   rsicount += m;
   rocrank = IIf(Nz(mRoc) > mOwnROC, Rocrank + n, rocrank);
   rsirank = IIf(Nz(mRsi) > mOwnRSI, Rsirank + m, rsirank);
   //Totrank = rocrank + rsirank;
   }

Totrank = rocrank + rsirank;
ROCn = ROC(C, 14);
RSIn = RSIa(C, 14);
Filter = 1;
Buy = Sell = 0;

AddColumn(ROCn, "ROCn",1.2);
AddColumn(RSIn, "RSIn",1.2);
AddColumn(mRoc, "MROC", 1.2);
AddColumn(ROCrank, "ROCRank", 1.0);
AddColumn(RSIrank, "rsirank",1.0);
AddColumn(Totrank, "Totrank", 1.0);

 

//  To check the sorting, run on a watchlist, then click once on the date column,
//  Then shift click on one of the indicators, ie, RSIn, and you will see the
//  ordinal values in order.


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