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RE: [amibroker] Re: Confusing Behaviour...!!!



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The simple answer …

 

An intelligent optimizer regardless of which one will greatly reduce optimization time as unlike an exhaustive search, run time is typically not related to the number of variable value combinations.

 

As a simple example visualize a system made up of two indicators i.e. a Stochastic and a MACD each of which has 3 parameters and assume for the moment that each parameter or variable has a potential range of 1 – 100.  That’s 100 ^ 6 = 10 ^ 12 combinations.  If your “engine” is capable of checking 100 combinations per second then run time = 1 * 10 ^ 10 seconds.or 300+ years.  Run time for an intelligent optimizer to solve the same problem would be measured in seconds or minutes and this won’t vary much whether there are 6 parameters or 600.

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sidhartha70
Sent: Friday, September 19, 2008 7:48 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Confusing Behaviour...!!!

 

Tj thanks.

But I just want to get this 100% clear so I don't have to come back to
this again.

On exactly the same chart... same settings, same zoom etc... One line
of code requires 5,000 previous bars within a function structure, and
outside of a function structure it requires 500. Why? It makes no
difference if I move around the chart, or zoom the chart etc. The
number of pervious bars required doesn't seem dynamic. It's very much
fixed.

In the case of the following lines,

H1=SelectedValue(TimeFrameGetPrice( "H", inDaily, -1 ));
L1=SelectedValue(TimeFrameGetPrice( "L", inDaily, -1 ));
C1=SelectedValue(TimeFrameGetPrice( "C", inDaily, -1 ));

They require 5,000 bars each. Again, why? Sorry to be thick here, and
I'm sure it's blindingly obvious to you... But I don't see how
BarCount has anything to do with these two examples...??

Thanks Again for taking the time.

--- In amibroker@xxxxxxxxxps.com, "Tomasz Janeczko" <groups@xxx> wrote:
>
> BarCount is DYNAMIC, it may change with every execution.
> You should not think about it as a constant.
> It can change with zoom factor, tooltip display (uses less),
> interpretation, selected bar, etc, etc.
>
> Also first execution after applying indicator always uses
> all bars, only subsequent runs use less.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "sidhartha70" <sidhartha70@...>
> To: <amibroker@xxxxxxxxxps.com>
> Sent: Saturday, September 20, 2008 1:15 AM
> Subject: [amibroker] Re: Confusing Behaviour...!!!
>
>
> > Thanks TJ. I do know about Quick AFL and I have read that document
> > throughly before.
> >
> > But I can't see how it applies in this case with these specific
> > examples. And I definately can't see the difference between one being
> > inside a function or not.
> >
> > Can you explain?
> >
> > TIA
> >
> > --- In amibroker@xxxxxxxxxps.com, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> Please read this:
> >>
> >> http://www.amibroker.com/kb/2008/07/03/quickafl/
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "sidhartha70" <sidhartha70@>
> >> To: <amibroker@xxxxxxxxxps.com>
> >> Sent: Saturday, September 20, 2008 12:50 AM
> >> Subject: [amibroker] Confusing Behaviour...!!!
> >>
> >>
> >> > Hi,
> >> >
> >> > I'm trying to get some code to run as fast as possible. As such
I've
> >> > been studying the 'Display Chart Timing' option under
> > preferences>misc.
> >> >
> >> > I've noticed some behaviour that I can't explain. I hope others
may be
> >> > able to.
> >> >
> >> > Firstly I notice that when my chart requires 10,000+ bars I
start to
> >> > notice latency in AmiBroker, despite running a very fast PC. I
assume
> >> > that is normal at that number of bars...?
> >> >
> >> > So here's the problem...
> >> >
> >> > Under normal circumstances my code requires 297 previous bars.
> >> >
> >> > However, If I add the following lines, the number of previous bars
> >> > required increases by 5,000 for each instance. So after these three
> >> > lines of code I am now needing 15,297 pervious bars.
> >> >
> >> > H1=SelectedValue(TimeFrameGetPrice( "H", inDaily, -1 ));
> >> > L1=SelectedValue(TimeFrameGetPrice( "L", inDaily, -1 ));
> >> > C1=SelectedValue(TimeFrameGetPrice( "C", inDaily, -1 ));
> >> >
> >> > Even stranger, when I add the following line of code into the main
> >> > body of code,
> >> >
> >> > test=((BarCount - 1) - LastValue(TroughBars(L, 0.05,10)));
> >> >
> >> > It adds 500 bars to my previous bars required (total new 797).
> >> >
> >> > However if I call a function and simply return the following,
> >> >
> >> > return ((BarCount - 1) - LastValue(TroughBars(L, 0.05,10)));
> >> >
> >> > It now requires 5,000 previous bars instead of the 500 outside
of the
> >> > function (total now 5,297).
> >> >
> >> > Can anyone explain this behaviour...?
> >> >
> >> > Many Thanks
> >> >
> >> >
> >> >
> >> >
> >> > ------------------------------------
> >> >
> >> > 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
> >
> >
> >
>



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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




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