|
PureBytes Links
Trading Reference Links
|
Thanks for the input. I'll start working on the cleanup.
Your last comment about doing all this in an Exploration. Well not nearly as cool as dual heatmaps linked to a sector/ industry indicator linked to a relative strength indicator, with index and composite plots, of the list (any list) keyed off a signal pane of inputs :-) all symbol linked together.
Is that what you meant by doing to much with indicators :-)
I've uploaded an image to the Files section called - HeatMaps_RelStr.jpg
Thanks again for all the help.
--- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@xxx> wrote:
>
> Hello,
>
> What is posted in the files section is incomplete - it uses several
> #includes and none of the files are there.
>
> Also the code looks overly complicated and it abuses many things.
> It should be written again from scratch.
>
> Any kind of symbol by symbol matrix should be generated as EXPLORATION
> not indicator.
> This is so because exploration is done one demand (not with every
> refresh) and it has
> ability to iterate through symbols while displaying progress bar
> and processing windows messages between symbols making
> way more responsive.
>
> Also the code uses JScript to change the symbol for chart being
> actually executed - a big no-no.
>
> Entire code should be totally re-written using Exploration mode.
>
> Third thing is that the code uses Status("Action") to execute
> parts of the code only when used in indicator, therefore
> you won't have this part profiled using Tools->Code Check And Profile
> because code check is not run with Action == 1.
>
>
> Generally speaking I see people largely abusing indicators
> for things that should be done in AA window (mainly exploration).
>
> An example correlation heat map formula looks as follows.
> Note that it is just 6 lines.
>
> /*This is the formula to create a correlation matrix in AB.
> It is set up to run the correlation of the symbols in Watchlist 2
> with the "define" filter catagory in the auto-analyser. In this
> default case
> this code will correlate the symbols in watchlist 2 with the symbols
> in watchlist 2.
> - Tools -> Send to Analysis
> - press FILTER button and select Watchlist 2 in INCLUDE tab
> - press EXPLORE button in AA window.*/
>
> symlist = CategoryGetSymbols( categoryWatchlist, 2 );
> Filter = Status("lastbarinrange");
> for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
> {
> Corr = Correlation( C, Foreign( sym, "C" ), 252 );
> Clr = 32 + SelectedValue( Corr ) * 32;
> AddColumn( Corr, sym, 1.2, ColorHSB( 128+Clr, 255, 255 ) ,
> ColorHSB(Clr, 255, 255 ) );
> }
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> gmorlosky wrote:
> > Thanks TJ - I have uploaded the file to the Files section as HeatMap.afl
> > HeatMap v1.1a
> > I actually use 3 of these heatmap indicators at once in a single window with different scoreing selected. So anything to speed things up would help.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@> wrote:
> >
> >> Hello,
> >>
> >> Sorry, but I can't see any formula attached to your e-mail. Please send
> >> the formula you are using,
> >> then we could discuss the details.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >>
> >>
> >> gmorlosky wrote:
> >>
> >>> Thanks - So I am really doing 123 * 123 in the orginal example... How do I speed that up ?
> >>>
> >>> Yes - the example was a partial list as I left off some of the "lesser" functions, but I have included all below (119 symbols).
> >>>
> >>> Function name Call Count Total Time[ms] Time per Call [ms]
> >>> StrExtract 120 0.530 0.004
> >>> CategoryGetSymbols 1 0.125 0.125
> >>> GetCategorySymbols 1 0.107 0.107
> >>> Param 6 0.038 0.006
> >>> paramcategory 1 0.034 0.034
> >>> ParamList 4 0.031 0.008
> >>> ParamToggle 4 0.031 0.008
> >>> NumToStr 1 0.030 0.030
> >>> StaticVarGet 3 0.019 0.006
> >>> array operator - 1 0.015 0.015
> >>> paramlistnum 1 0.014 0.014
> >>> ParamTrigger 2 0.010 0.005
> >>> _SECTION_BEGIN 1 0.008 0.008
> >>> Status 1 0.005 0.005
> >>> IIf 2 0.003 0.002
> >>> StrLen 1 0.002 0.002
> >>> _SECTION_END 1 0.002 0.002
> >>> EnableScript 1 0.002 0.002
> >>> StrFind 1 0.002 0.002
> >>> EnableTextOutput 1 0.001 0.001
> >>> GetChartID 1 0.000 0.000
> >>>
> >>>
> >>>
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@> wrote:
> >>>
> >>>
> >>>> The list looks incomplete. Your formula probably uses
> >>>> 123 * 123 (=15129) calls to Foreign function to generate heat map /
> >>>> correlation for 123 symbols. That's
> >>>> where it apparently spends most time.
> >>>>
> >>>> gmorlosky wrote:
> >>>>
> >>>>
> >>>>> Explain something to me. This particular indicator code (HeatMap of 123 symbols)runs like a dog (5 seconds or more to complete. I have no plugins or scripting. The details of each function are below. Is it the StrExtract and/or the *Symbols, that needs to be sped up ? and how ?
> >>>>>
> >>>>> Function name Call Count Total Time [ms] Time per Call [ms]
> >>>>> StrExtract 123 0.563 0.005
> >>>>> CategoryGetSymbols 1 0.403 0.403
> >>>>> GetCategorySymbols 1 0.285 0.285
> >>>>> Param 6 0.038 0.006
> >>>>> ParamList 4 0.035 0.009
> >>>>> Paramcategory 1 0.033 0.033
> >>>>> ParamToggle 4 0.032 0.008
> >>>>> NumToStr 1 0.030 0.030
> >>>>> AddColumn 1 0.023 0.023
> >>>>>
> >>>>>
> >>>>>
> >>>>>
> >>>>> ------------------------------------
> >>>>>
> >>>>> **** 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
> >>>
> >>> 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
> >
> > 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
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/
|