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Great.
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> Everything in AmiBroker is written in C++. The maths internally are done
> using FPU (floating point unit) that uses 80 bit registers (more than double precision), only end results
> are stored as 32 bit IEEE.
> And no, there is no penalty for calling functions in the plugin.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "brian_z111" <brian_z111@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, June 15, 2009 12:43 AM
> Subject: [amibroker] Re: How to code a Adaptive StDev()
>
>
> > Thanks.... much appreciated.
> > I guessed I would come up with some options if I just googled but I ran out of time.
> >
> > So is the AFL StDev written in C++ or what?
> > I guess your aim with the builtin functions would be to maintain integrity of the math to many decimal places?
> >
> > Is there a time penalty to get code from a plugin compared to builtin functions?
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> This formulation is in every algebra book and used in school often
> >> because it is quicker even for human to calculate that way.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "brian_z111" <brian_z111@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Monday, June 15, 2009 12:06 AM
> >> Subject: [amibroker] Re: How to code a Adaptive StDev()
> >>
> >>
> >> > Nice work Bruce.
> >> >
> >> > I was trying to make up my own algebraic equivalent in lieu of a reference source, or sources.
> >> >
> >> >
> >> > Did you get 'your' version of StDev from a reference of is it your own work?
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@> wrote:
> >> >>
> >> >> Herman, Mike, all - just checking in and think I can offer a quick
> >> >> suggestion and some code that I have handy.
> >> >>
> >> >> 1. StDev() is a function that is not implemented as a variable period
> >> >> function, but can be with a slight caveat. Because this uses an
> >> >> alternative, but algebraically equivalent formulation, that employs a
> >> >> "data^2" term, it loses precision at about the 5th significant digit.
> >> >> That is close enough for most work, though. So, anyway, this one liner
> >> >> function will give a fast, variable period StDev ( IOW, vper can be a
> >> >> varying array) -
> >> >>
> >> >> function StDevVarPer( data, Vper )
> >> >> {
> >> >> return sqrt( MA( data ^ 2, vper ) - MA( data, vper ) ^ 2 );
> >> >> }
> >> >>
> >> >> 2. This is fast even with large numbers of 1 minute bars, but it is
> >> >> usually best to control QuickAFL with a statement like the following as
> >> >> the LAST STATEMENT in the program to yield maximum performance -
> >> >>
> >> >> SetBarsRequired( 500, 0 );
> >> >>
> >> >> Remember that with QuickAFL in an indicator, the first execution after
> >> >> an edit or insert passes the entire array to set the bar requirement,
> >> >> then QuickAFL is in force on a subset.
> >> >>
> >> >> -- BruceR
> >> >>
> >> >
> >> >
> >> >
> >> >
> >> > ------------------------------------
> >> >
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> >> >
> >> >
> >>
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
> >
> >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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