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Bruce,
Yes, I understand the SBR requirements. My AFLs have it as the last
statement. The thing I was showing below was some wishful thinking if
the way SBR worked were modified to allow for reducing the number of
bars at each call. In fact it would be good to iterate how it works
here so nobody gets confused by my musings:
When the indicator chart is first run, it takes a pass just to figure
out how many bars are required (it also compiles other information to
speed executions). Each function, or loop may have a different
requirement for historical bars previous to the FirstVisibleBar. This
first AFL pass might give erroneous results since it does not know
until the end of the pass what all the requirements are, but I think
it uses all bars, so that should not cause a problem. It is a peak
detecting function, so that it only increased the number of bars
required, and never decreases them. If I have operations that write
information to files or static variables, I disable the writes during
this pass since the ChartID is not valid yet.
Subsequent AFL passes now know how many bars to load from the database
to make sure that the visible bars show accurate results.
If some new conditional AFL code executes during one of the subsequent
AFL passes, for instance an AddToComposite() function that requires
all bars, or an SetBarsRequired() function with a larger number of
bars, the next pass of AFL will load more bars and this will be the
new minimum bars requirement. However, I have noticed in my charts,
that the first pass after a new requirement may not use the higher
number of bars for an extra pass, so I am not sure about the exact
sequence. Perhaps, a new requirement caused another "bar
requirements" gathering pass first. This can lead to errors if you
are saving results on a one shot basis in a static variable or file.
If an SetBarsRequired() statement is found at the very end of the AFL,
then it will override the previous requirements. However, it still
will not allow you to reduce the requirements after the first pass.
I am not aware of any detailed descriptions or flow charts of this
execution process for AFL, so all of this is just from observations
while debugging code, and might be incorrect.
I was musing about giving the user AFL control over the reducing the
number of bars used on subsequent passes.
In my case, I sometimes want to take a one shot pass at all the bars
to gather some statistics and save them, then immediately drop back to
some minimum number of bars to speed up the user interface for
changing parameters in the parameter window or even working with on-
chart buttons, and go back to real time trading. It is a real drag
when I have to wait 5 seconds between every parameter change -- which
is the fastest I have been able to drop back to from the 20 second
full pass with SBR working in its current operating mode. At 5
seconds, a lot of the user interface functions stop working. It takes
me quite a while to get my chart back to trading fast after using more
bars for a (not so) quick test.
Of course, once the user takes control of the number of bars required,
it is his responsibility to monitor the requirements carefully.
BR,
Dennis
On Jun 28, 2009, at 9:17 PM, bruce1r wrote:
> Dennis -
>
> Close, but not quite. If you were going to use SetBarsRequired() to
> control the lookback, it is CRITICAL that it be the LAST statement in
> the program. If it is not, subsequent statements ( such as HHV() )
> may
> add to the requirement. If you want to see a detailed explanation of
> this, refer to Tomasz's QuickAFL article in the KB.
>
> Regarding the issues that you described in your previous response to
> me,
> there are a couple of ways to deal with the issue that you are
> describing. When the teenagers go to bed and its quiet later, I'll
> try
> to outline one.
>
> -- BruceR
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> Yes Tony,
>>
>> This is close to what I was referring to as the array solution,
>> though
>> I would probably write it like this to make it symmetrical:
>>
>> minmax = LastValue( HHV( abs( m ), r ) );
>>
>> It would be interesting if we could have a faster operation such that
>> if we used a SetBarsRequired( r, 0 ) in the preceding statement to
>> reduce the range so the the range equaled the number of bars
>> specified, that the returned value would be a single number of the
>> result. Hmmmmm. If that mode were available, it would look like
> this:
>>
>> m = MACD();
>>
>> fb = Status("FirstVisibleBar");
>> lb = Status("LastVisibleBar");
>> r = lb - fb;
>>
>> SetBarsRequired( r, 0 )
>> maximum = HHV( abs( m ), r );
>> Plot( m, "MACD", colorRed, styleOwnScale, -maximum, maximum );
>> Plot(0, "", colorBlack, styleOwnScale, -maximum, maximum);
>>
>> Just a little brainstorming.
>>
>> BR,
>> Dennis
>>
>> On Jun 28, 2009, at 8:31 AM, Tony Grimes wrote:
>>
>>>
>>>
>>> Try this solution, array style:
>>>
>>> m = MACD();
>>>
>>> fb = Status("FirstVisibleBar");
>>> lb = Status("LastVisibleBar");
>>> r = lb - fb;
>>>
>>> minimum = LastValue( LLV( m, r ) );
>>> maximum = LastValue( HHV( m, r ) );
>>>
>>> Plot( m, "MACD", colorRed, styleOwnScale, minimum, maximum );
>>> Plot(0, "", colorBlack, styleOwnScale, minimum, maximum);
>>>
>>>
>>> On Sat, Jun 27, 2009 at 11:16 AM, Dennis Brown see3d@xxx
>>> wrote:
>>>
>>>
>>> Maybe not...
>>>
>>> Through this discussion, the problem has been reduced to aligning
> the
>>> min/max range of a MACD styleOwnScale plot to another zero line
>>> styleOwnScale plot statement. Therefore, the only way to do this is
>>> to find the min/max values of the MACD function in the visible bars
>>> range and use those numbers in both plot statements, or make the
> MACD
>>> range symmetrical and then the zero line statement can be any
>>> symmetrical range.
>>>
>>> I am happy with my dual colored plot line at this point. However, to
>>> complete the original idea, I could use a simple loop to find the
> min/
>>> max numbers of the MACD, but I am now wondering if there is a
> "faster"
>>> execution way using array logic instead?
>>>
>>> It seems like a waist of time to create an array of the Min/Max over
>>> that range for all bars, then just use the last value. I use loops
>>> when I only want a single number result related to the Min/Max value
>>> over the last n bars only (like the visible bar range). Am I missing
>>> an opportunity to approach this in a more efficient way?
>>>
>>> BR,
>>> Dennis
>>>
>>>
>>>
>>> On Jun 27, 2009, at 9:06 AM, gmorlosky wrote:
>>>
>>>> maybe....
>>>>
>>>> IF ( MACDline == Signalline) // histogram value equals zero
>>>> X = lastvalue(MACDline-Signalline);
>>>> Plot (X,"", colorblack);
>>>>
>>>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown see3d@ wrote:
>>>>>
>>>>> Yes, I have it set to 100%. The absolute values of the indicator
>>>>> will
>>>>> vary wildly, depending on the price and volatility of the stock.
> I
>>>>> plot ES, so the values are quite large at times.
>>>>>
>>>>> BR,
>>>>> Dennis
>>>>>
>>>>> On Jun 26, 2009, at 5:58 PM, monitorit wrote:
>>>>>
>>>>>> If that's all you needed, the color change would be best. But, I
>>>>>> think the solution I suggested would work... you would still
> plot/
>>>>>> see value very high or low just within a section defined by
>>> pane*1/
>>>>>> minvalue [at least it has for me]. BTW, presently what is the
>>> upper
>>>>>> and lower bounds of the MACD in relationship to the height of
> the
>>>>>> pane? Is it 100% of the pane height?
>>>>>> Dan
>>>>>>
>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@> wrote:
>>>>>>>
>>>>>>> Dan,
>>>>>>>
>>>>>>> This is what I usually do for indicators when I know the range
> of
>>>>>>> values. However, MACD is an unbounded indicator, so I don't
> know
>>>>>>> how
>>>>>>> large the values are. It is only the zero crossings and
> relative
>>>>>>> peaks that are useful info here.
>>>>>>>
>>>>>>> I just thought there would be some simple shortcut to actually
>>>>>>> scanning the visible bars for the min/max values to use in the
>>> plot
>>>>>>> statements. I think I will just switch colors of the MACD from
>>> red
>>>>>>> to
>>>>>>> green if it is above or below zero instead of resorting to yet
>>>>>>> another
>>>>>>> loop.
>>>>>>>
>>>>>>> Thanks,
>>>>>>> Dennis
>>>>>>>
>>>>>>>
>>>>>>> On Jun 26, 2009, at 4:40 PM, monitorit wrote:
>>>>>>>
>>>>>>>> Dennis,
>>>>>>>> Hi. You might try this- Place a value in minvalue section but
>>>>>>>> none
>>>>>>>> in maxvalue section [I think maybe a value like 2 equates to
> 1/2
>>>>>>>> pane height] of your MACD and zero plot statements.
>>>>>>>> Also,styleNoRescale in the zero plot statement. This worked
> for
>>>>>>>> me
>>>>>>>> when I wanted to plot a histogram and a dot on the top of the
>>>>>>>> histogram. Not sure if it works with a line. If it doesn't,
> you
>>>>>>>> could try plotohlc with H=max(0,my#) and L=min(0,my#).
>>>>>>>>
>>>>>>>> Dan
>>>>>>>>
>>>>>>>> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@> wrote:
>>>>>>>>>
>>>>>>>>> Hello,
>>>>>>>>>
>>>>>>>>> This must be simple, but my AFL brain is fried today. I have
> an
>>>>>>>>> MACD
>>>>>>>>> plot on top of my main price chart, and I want to plot a zero
>>>>>>>>> line
>>>>>>>>> over it. It is plotted as StyleOwnScale of course. I can't
> use
>>>>>>>>> StyleLeftAxis because I am using it for something else. I
>>>>>>>>> guess I
>>>>>>>>> could do something to figure out where the visible high and
> low
>>>>>>>>> values
>>>>>>>>> of the MACD are, but it seems like it should be easier than
>>> that.
>>>>>>>>>
>>>>>>>>> TIA,
>>>>>>>>> Dennis
>>>>>>>>>
>>>>>>>>
>>>>>>>>
>>>>>>>>
>>>>>>>>
>>>>>>>> ------------------------------------
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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 ****
>>>> 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
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>>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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>>>>
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>>>>
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>>>>
>>>>
>>>>
>>>
>>>
>>>
>>>
>>>
>>
>
>
>
>
> ------------------------------------
>
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> This is *NOT* technical support channel.
>
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>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
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