|
PureBytes Links
Trading Reference Links
|
Yes they are very quick.
Even CCI which is computationally demanding as Dennis wrote.
The CCI requires Range*Numbars calculations.
Standard CCI(14) from 100000 bars (approx twice more than you used) (i.e. more than million floating point ops)
calculates in 7.5ms (approx 100 faster than your timing).
You must have used some very very very long Range.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "murthysuresh" <money@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 22, 2008 4:44 PM
Subject: [amibroker] Re: profiler checks and finds cci function most offending
> my initial thinking was that it should use quickafl for doing just
> the cci calculation.
> i though i read somewhere TJ comments that the built in formulas are
> very quick. but cci does not seems to be the case.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> Yes, CCI is a calculation time hog. It is the nature of the CCI
>> algorithm. I use CCI sparingly and never recalculate them if I
> can
>> save the result from a previous calculation. The real time
> penalty
>> comes when referencing a large range, as CCI calculates the whole
>> range for each bar. Look up the actual CCI algorithm and you will
>> understand. Depending on the details of what you are doing, it
> might
>> be possible to save out the CCI as an ATC instead of recalculating
> it
>> over and over if for instance you were using it with an optimize
> for
>> other parameters that do not affect it.
>>
>> BR,
>> Dennis
>>
>> On Aug 22, 2008, at 9:21 AM, murthysuresh wrote:
>>
>> > the cci function provided by afl seems to cause .5 seconds to
>> > calculate. i find that to be astonishing.
>> >
>> > here are the screenshots of the profiler showing the overall
> timing
>> > with and without the cci.
>> > i am lost for words and dont know what to do as cci is a big part
> of
>> > my
>> > charting exercise
>> >
>> > http://screencast.com/t/NInZ3HQK with cci
>> > http://screencast.com/t/Dlki7CxwJ without cci
>> >
>> >
>> > ------------------------------------
>>
>
>
>
> ------------------------------------
>
> 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
>
>
>
------------------------------------
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@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|