PureBytes Links
Trading Reference Links
|
And that would bypass the need to generate AFLs
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> Since I can only guess, I could be wrong
> but if I was writing the dll, I would build up a table of
> substrings, have pointers to those strings based on input
> conditions, In addition, to a table of substring, I can add a
table
> of pointers to equivalent function, and call them as well based on
> the same conditions that led to the generation of those strings.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Thanks but I would still need to first convert output to AFL
from
> the
> > string. The expressions are dependent on the arrays within AB.
> >
> > The only workaround would be to one day program the whole thing
in
> > AFL. But I think that offloading it to a C++ program was the way
to
> > go, as it is runs as compiled code, quite fast.
> >
> > And by dynamically writing strings to the include file, I am
> hoping it
> > will still be speedy. Will know in a few days after reworking
the
> DLL
> > and testing.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> > >
> > > Since the strings are generated from the dll, presumably from
a
> set of
> > > tokens, Depending on how it is written, the logic used in
writing
> > the string
> > > can be extended to evaluate the string as well. why dont you
ask
> the
> > > programmer to do that.
> > >
> > >
> > > On Thu, Nov 27, 2008 at 12:52 PM, ozzyapeman <zoopfree@> wrote:
> > >
> > > > Thanks again, TJ. I had not even considered dynamically
> writing
> > to an
> > > > include file. That might do it.
> > > >
> > > > Since I already paid to have the DLL coded, and it outputs
> strings, a
> > > > small modification will allow it to output both the left AND
> right
> > > > side of the variable expression.
> > > >
> > > > Then for each optimization step, I will have the formula
FPUT
> to the
> > > > include file, then read back from that file - and thus cycle
> through
> > > > thousands of expressions with only a SINGLE expression in my
> main
> > formula.
> > > >
> > > > Yes, the expressions are already generated from functions,
but
> in C++.
> > > > I thought it would run faster that way, rather than trying
to
> code it
> > > > all in AFL - hence the DLL. The examples I gave were
> substitutions for
> > > > the real expressions, which are much more complex.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>,
> > "Tomasz
> > > > Janeczko" <groups@> wrote:
> > > > >
> > > > > The point is that you don't need to include thousands of
> > expressions
> > > > > but only ONE !
> > > > > If you change the CONTENT of include file dynamically by
> writing TO
> > > > the file you can
> > > > > have dynamic expression evaluation.
> > > > > And all that without any DLL.
> > > > >
> > > > > Also it all really depends on what you are specifically
> trying
> > to do.
> > > > > General descriptions lack clarity. You need to provide
> ENTIRE idea
> > > > with details
> > > > > if you want help. Otherwise people are guessing what you
are
> trying
> > > > to do.
> > > > >
> > > > > For example if you want to SWITCH between different
> conditions in
> > > > run time
> > > > > the SWITCH structure gives fastest execution:
> > > > >
> > > > > switch( n )
> > > > > {
> > > > > case 1:
> > > > > result = MA(C, 12) > C5 AND MA(C,20) < Close;
> > > > > break;
> > > > > case 2:
> > > > > result = MA(H, 50) < C12 AND EMA(L, 12) < Close;
> > > > > break;
> > > > > default:
> > > > > break;
> > > > > }
> > > > >
> > > > >
> > > > > It is fast because on ONE of Nth expressions will be
actually
> > evaluated.
> > > > >
> > > > > There are other techniques that lead to compact and fast
> formula
> > > > > but it ALL depends on details on what exactly you want to
do.
> > > > > For example I can see that your expressions are repeated
> with only
> > > > > minor fluctuations (replacing C with H) and that can be
> easily
> > wrapped
> > > > > into functions / switch statements provided one has clear
> idea
> > > > > and knows what he wants to achieve and prepares plan for
> that.
> > > > >
> > > > > The general rule is first THINK a lot before writing the
> very first
> > > > line of code.
> > > > > If you begin with just typing thousands of lines of code
> without
> > > > planning first you end up with spaghetti.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > > ----- Original Message -----
> > > > > From: "ozzyapeman" <zoopfree@>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>>
> > > > > Sent: Thursday, November 27, 2008 1:07 AM
> > > > > Subject: [amibroker] Re: How to convert a string to non-
> string
> > > > characters?!
> > > > >
> > > > >
> > > > > > Thanks, TJ. Looks like I am back at square one. I
> contracted
> > to have
> > > > > > the DLL coded because pasting the thousands of
expressions
> at once
> > > > > > into the formula slowed down AB considerably. Most of
the
> time it
> > > > > > hung. So I was trying to generate the expressions
> dynamically.
> > > > > >
> > > > > > Correct me if I am wrong, but wouldn't the #include
> function
> > result in
> > > > > > overall execution that is slower than pasting the
> thousands of AFL
> > > > > > expressions directly into the formula?
> > > > > >
> > > > > > Or will it actually be faster than a copy and paste?
> > > > > >
> > > > > > In some cases I am trying to evaluate tens of thousands
of
> > full blown
> > > > > > AFL expressions per formula.
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>,
> > > > "Tomasz Janeczko" <groups@> wrote:
> > > > > >>
> > > > > >> Hello,
> > > > > >>
> > > > > >> You need to understand that you are attempting to PARSE
> > expressions.
> > > > > >>
> > > > > >> The only way to parse actual full-blown AFL expressions
> is to
> > > > > > INCLUDE them
> > > > > >> in the formula.
> > > > > >>
> > > > > >> If you want to "create" expressions on the fly AND
> execute them,
> > > > > >> you need to take two step approach
> > > > > >> a) create TEXT file with actual expressions you want to
> parse
> > > > > >> b) #include that text file
> > > > > >>
> > > > > >> #pragma nocache
> > > > > >> #include "the_file_with_the_expressions_to_parse"
> > > > > >>
> > > > > >> in the actual formula and run it.
> > > > > >>
> > > > > >> Best regards,
> > > > > >> Tomasz Janeczko
> > > > > >> amibroker.com
> > > > > >> ----- Original Message -----
> > > > > >> From: "ozzyapeman" <zoopfree@>
> > > > > >> To: <amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>>
> > > > > >> Sent: Thursday, November 27, 2008 12:38 AM
> > > > > >> Subject: [amibroker] Re: How to convert a string to non-
> string
> > > > > > characters?!
> > > > > >>
> > > > > >>
> > > > > >> > TJ,
> > > > > >> >
> > > > > >> > Thanks, quick question:
> > > > > >> >
> > > > > >> > I gave the arithmetic expression as a quick trivial
> example.
> > > > But what
> > > > > >> > I really want to do is create and evaluate
expressions
> of
> > the type:
> > > > > >> >
> > > > > >> > Condition1 = MA(C, 12) > C5 AND MA(C,20) < Close;
> > > > > >> >
> > > > > >> > so for the above case, would you also recommend
writing
> a
> > > > > >> > parser/interpreter - or did you suggest that purely
for
> > arithmetic
> > > > > >> > expressions like "1 + 2 + 3"?
> > > > > >> >
> > > > > >> >
> > > > > >> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>,
> > > > "Tomasz Janeczko" <groups@>
> > > > wrote:
> > > > > >> >>
> > > > > >> >> You do not want to convert from string to number.
> > > > > >> >> What you really want is to EVALUATE arithmetic
> expressions !
> > > > > >> >> For that you need to either write parser/interpreter
> or use
> > > > > >> > external onee
> > > > > >> >> Thanks to AmiBroker JScript support you can use for
> example
> > > > JScript
> > > > > >> > eval function.
> > > > > >> >>
> > > > > >> >>
> > > > > >> >> EnableScript("JScript");
> > > > > >> >> <%
> > > > > >> >>
> > > > > >> >> %>
> > > > > >> >>
> > > > > >> >> function Evaluate( text )
> > > > > >> >> {
> > > > > >> >> so = GetScriptObject();
> > > > > >> >> return so.eval( text );
> > > > > >> >> }
> > > > > >> >>
> > > > > >> >> "The result is " + Evaluate("3 + 2");
> > > > > >> >>
> > > > > >> >> Best regards,
> > > > > >> >> Tomasz Janeczko
> > > > > >> >> amibroker.com
> > > > > >> >> ----- Original Message -----
> > > > > >> >> From: ozzyapeman
> > > > > >> >> To: amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>
> > > > > >> >> Sent: Wednesday, November 26, 2008 11:46 PM
> > > > > >> >> Subject: [amibroker] Re: How to convert a string to
> non-string
> > > > > >> > characters?!
> > > > > >> >>
> > > > > >> >>
> > > > > >> >> Or to take a more trivial example, the following
> prints "3"
> > > > > >> > instead of "12":
> > > > > >> >>
> > > > > >> >> VarSetText("Condition1", "3 + 4 + 5");
> > > > > >> >>
> > > > > >> >> Total = StrToNum (VarGetText("Condition1"));
> > > > > >> >>
> > > > > >> >> printf ("Sum %g", Total);
> > > > > >> >>
> > > > > >> >> How do I convert the above string so that Total is
> equal
> > to the
> > > > > >> > expression itself, which is equal to 12?
> > > > > >> >>
> > > > > >> >>
> > > > > >> >> --- In amibroker@xxxxxxxxxxxxxxx
> > <amibroker%40yahoogroups.com>,
> > > > "ozzyapeman" <zoopfree@>
> > > > wrote:
> > > > > >> >> >
> > > > > >> >> > Yes, tried that. But since the values spit out by
the
> > function
> > > > > >> > aren't
> > > > > >> >> > just pure numbers, it does not seem to work.
> > > > > >> >> >
> > > > > >> >>
> > > > > >> >
> > > > > >> >
> > > > > >> >
> > > > > >> > ------------------------------------
> > > > > >> >
> > > > > >> > **** IMPORTANT ****
> > > > > >> > This group is for the discussion between users only.
> > > > > >> > This is *NOT* technical support channel.
> > > > > >> >
> > > > > >> > *********************
> > > > > >> > TO GET TECHNICAL 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
> > > > > >> >
> > > > > >> >
> > > > > >> >
> > > > > >>
> > > > > >
> > > > > >
> > > > > >
> > > > > > ------------------------------------
> > > > > >
> > > > > > **** IMPORTANT ****
> > > > > > This group is for the discussion between users only.
> > > > > > This is *NOT* technical support channel.
> > > > > >
> > > > > > *********************
> > > > > > TO GET TECHNICAL 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
> > > > > >
> > > > > >
> > > > > >
> > > > >
> > > >
> > > >
> > > >
> > >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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/
|