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For a rough estimate use the 'Tools' menu of code editor, select 'Code Check & Profile'
For an accurate live measure have a look at decorating your code with calls to GetPerformanceCounter
http://www.amibroker.com/guide/afl/afl_view.php?id=315
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> > // NOTE: the code is SLOOOOWWWW...can someone help speed it up?
>
> How can a layperson measure the speed of execution of code ... say I want to compare this code to another version to see if I have improved the speed....perhaps there is some help somewhere in Howard's books or the help manual and I haven't read them carefully enough .. if anyone could give me a reference or a quick explanation that would be good.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "shakerlr" <ljr500@> wrote:
> >
> > I just created the following code to calculate the VWAP + std deviation bands, but have found that it is extrememly slow. I posted the original code to the amibroker study site and was wondering if anyone has any suggestions to speed it up for display on 1 minute charts.
> >
> > Also, I noticed that if I DO NOT USE:
> > SetBarsRequired( 1000, 0 );
> >
> > The bands show up incorrect...(sometimes expanding/shrinkking as I scroll on the 1 minute chart)
> >
> > Note that I have about 100000 bars in my stock/ticker being studied...so that may be the reason it is slow...
> >
> > ----
> > /// VWAP code that also plots standard deviations...if you want a 3rd...it
> > should be fairly simple to add
> > //
> > // NOTE: the code is SLOOOOWWWW...can someone help speed it up?
> > // I tried my best, but can't really do much with the two for-loops...
> > //
> > // LarryJR
> >
> >
> > SetBarsRequired( 1000, 0 );
> >
> > // this stores true/false based on a new day...
> > newday=Day() != Ref(Day(), -1);
> >
> > SumPriceVolume=0;
> > totVolume=0;
> > Vwap2=0;
> > stddev=0;
> > newdayindex=0;
> > Variance =0;
> >
> > // we must use a loop here because we need to save the vwap for each bar to
> > calc the variance later
> > for( i= 0; i < BarCount; i++ )
> > {
> > // only want to reset our values at the start of a new day
> > if (newday[i]==True)
> > {
> > SumPriceVolume=0;
> > totVolume=0;
> > newdayindex=i; // this is the index at the start of a new day
> > Variance=0;
> > //Vwap2=0;
> > }
> > AvgPrice=(O[i] + H[i] + L[i] + C[i])/4;
> >
> > // Sum of Volume*price for each bar
> > sumPriceVolume += AvgPrice * (Volume[i]);
> >
> > // running total of volume each bar
> > totVolume += (Volume[i]);
> >
> > if (totVolume[i] >0)
> > {
> > Vwap2[i]=Sumpricevolume / totVolume ;
> > Vwap2temp=Vwap2[i];
> > }
> >
> > // now the hard part...calculate the variance...
> > // a separate calc from the start of each day - note it requires the vwap from
> > above
> > // also note, we calculate starting at the first bar in the new day to today
> > to the curent bar
> > Variance=0;
> > for (j=newdayindex; j < i; j++)
> > {
> > AvgPrice=(O[j] + H[j] + L[j] + C[j])/4;
> > Variance += (Volume[j]/totVolume) *
> > (Avgprice-Vwap2temp)*(Avgprice-Vwap2temp);
> > }
> > stddev_1_pos[i]=Vwap2temp + sqrt(Variance);
> > stddev_1_neg[i]=Vwap2temp - sqrt(Variance);
> >
> > stddev_2_pos[i]=Vwap2temp + 2*sqrt(Variance);
> > stddev_2_neg[i]=Vwap2temp - 2*sqrt(Variance);
> > }
> > Plot (Vwap2,"VWAP2",colorDarkGrey, styleLine);
> > Plot (stddev_1_pos,"VWAP_std+1",colorGrey50, styleDashed);
> > Plot (stddev_1_neg,"VWAP_std-1",colorGrey50, styleDashed);
> > Plot (stddev_2_pos,"VWAP_std+2",colorGrey40, styleDashed);
> > Plot (stddev_2_neg,"VWAP_std-2",colorGrey40, styleDashed);
> >
>
------------------------------------
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