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Hello,
The original was:
Z =(A*B)+(C*PREV);
where PREV is previous value of Z.
Previous in "bar by bar" manner. Hence the formula is self-referencing (in mathematics it is recursive formulation)
and as such can be only written using loop or using AMA (as shown in original e-mail)
Ref( Z, -1 ) would not work because it processes entire array at once and would
not give you recursive effect.
http://www.amibroker.com/guide/h_understandafl.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 07, 2009 3:47 PM
Subject: [amibroker] Re: MetaStock's PREV
> That being the case then why wouldn't Z =(A*B)+(C*Ref(Z,-1)); work without using loops? I guess that has been explored and there
> is more to the problem than I understand.
>
> Barry
>
> --- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@xxx> wrote:
>>
>> Barry,
>>
>> PREV is NOT ref(c,-1) in this example but yesterday's value of Z. Otherwise
>> PREV wouldn't be necessary im Metastock since MS has the same ref function
>> like Amibroker.
>>
>> Regards,
>>
>> Thomas
>>
>> On 07.07.2009, 02:36:10 Barry Scarborough wrote:
>> > If PREV works only on C in the example, wouldn't this run faster than using
>> > a loop in AFL? Z =(A*B)+(C*Ref(C,-1)); Unless something has changed in the
>> > latest AFL releases Tomasz's array processing is much faster than using
>> > loops to perform the same function in AFL.
>> >
>> > Barry
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@> wrote:
>> > > Hello,
>> > >
>> > > TJ once wrote:
>> > >
>> > > [quote]
>> > > Hello,
>> > >
>> > > PREV in MS is needed because MS does NOT have looping.
>> > >
>> > > In AB, there are loop constructs so there is no need for PREV
>> > > because loops give faster and more general way of solving coding
>> > > problems.
>> > >
>> > > Since loops are more general they allow easy translation of every
>> > > case where MS needs PREV.
>> > >
>> > > Statment like this:
>> > > Z =(A*B)+(C*PREV);
>> > >
>> > > Using loop looks as follows:
>> > >
>> > > z = 0; // initialize
>> > > for( i = 1; i < BarCount; i++ )
>> > > {
>> > > prev = Z[ i - 1 ]; // PREV is previous value of Z.
>> > > Z[ i ] = A[ i ] * B[ i ] + C[ i ] * prev;
>> > > }
>> > >
>> > > As you can see the statement is identical with the exception that
>> > > AFL looping code uses [ ] operator to access individual array elements.
>> > >
>> > > Good thing is that AFL looping code is BarCount-times faster than MS
>> > > code. Since 5 years of EOD data is 1300 bars, AFL looping code is 1300
>> > > times faster than MS in that case.
>> > >
>> > > It is also possible to use AMA/AMA2 instead of PREV:
>> > >
>> > > Z = AMA2( A, B, C );
>> > >
>> > > which is shorter but AMA is less general than looping code.
>> > > [/quote]
>> > >
>> > > HTH
>> > >
>> > > Greetings,
>> > >
>> > > Thomas
>> > >
>> > > On 15.06.2009, 13:06:00 Mubashar virk wrote:
>> > > > Hi all,
>> > > >
>> > > > Has any one worked out a universal AFL Function = the perversity in
>> > > > MetaStock that is called PREV.
>> > > >
>> > > > Thanks
>> >
>> > ------------------------------------
>> >
>> > **** 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
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>> >
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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
>
>
>
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