|
PureBytes Links
Trading Reference Links
|
Tomasz may have done any number of optimizations, including the possibility of producing intermediary byte code to be executed by the AA engine, any of which could negate the following reply.
But, historically an interpreted language would be executed line by line in the order that it appears in the file, iterating through loops as it goes.
That being the case;
Yes, AB would run through the code up until Loop1 and then perform the loop before going on.
No, it would not matter where you put the declarations. Technically you would be increasing memory use sooner than necessary, but you would eventually require that memory anyway and it would take a whole lot of declarations before it became a problem.
The caveat is that if the declarations are only conditionally required, then it would likely be better to declare them within the conditional body such that the declaration does not get evaluated at all when the condition is not met.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Thanks guys ... on the weekend I will try performance counter etc on shakers code and then compare the speed to some other version .... I might come back with more questions then.
>
>
> What I am asking here is .... if I use code:
>
> Array1
> Array2
>
> Loop1 (references Array 2 and produces Array3)
>
> Array 4;// dependent on variable from loop i.e. array3
> Array 5;// independent of loop
> Loop2
> Array6;//
> Array7;//independent of loop
> Array8;//dependent on Array6,7 and Loop2
>
> Will AB run through the code up until Loop1 and then perform the loop before going on?
>
> OR will it calulate all 'standalone' arrays before starting the first loop AND does it matter i.e. does it slow the code down if I put Array5,6 and 7 anywhere in the code when I could put it at the start?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > People talk about AFL execution, and how important it is to understanding AFL, but I can't find a reference to it anywhere ... possibly I haven't tried hard enough.
> >
> >
> > My best understanding so far is:
> >
> > - arrays are contiguous in disc memory (AB uses this somehow to effieciently process the data)
> > - arrays are 'othoganal' (stacked on top of one another in operating memory ... so AB gets a performance hit out of this as well?)
> > - maths operations are fast in array processing because of above?
> >
> >
> > so, my rules of thumb:
> >
> > - rearrange the maths to express the maths using basic operands as far as possible (+- */)?
> > - code is executed sequentially?
> >
> > As you can see there is a lot to learn!
> >
> > Looking at shake1r's code I am not certain when the arrays or loops will be executed.
> >
> > If I put AvgPrice=(O[i] + H[i] + L[i] + C[i])/4;
> > outside the loop will it be executed first (as an array) and then the loop will reference the array elements thereafter.
> >
> > AvgPrice = (O + H + L + C)/4;
> >
> > for( i= 0; i < BarCount; i++ )
> >
> > { AvgPrice[i] = 0;
> >
> > etc
> >
> > }
> >
> > Presumably if AvePrice array doesn't come first then when we get to the loop the syntax will fail (AvePrice not initialized?)
> >
> > If I am using the above type of code in an indicator (assuming that arrays can be created first and referenced in a loop second) what happens when a new bar arrives in the chart (say I am using RT data) ... now the array has an extra value ... how does the code know to recalculate (execute?) the AFL and how often does it do that?
> >
> >
> > Another question:
> >
> > When do we have to intialize a variable to zero at the start of the code and why e.g.
> >
> > is there really a need to start with
> >
> > SumPriceVolume=0;
> > totVolume=0;
> > Vwap2=0;
> > ddev=0;
> > newdayindex=0;
> > Variance =0;
> >
> > Thanks,
> >
> > brian_z
> >
> >
> > - --- 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);
> > >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
|