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TJ,
Is there any sort of overhead in running AFL in scans & explorations...? Because my own experience of running AFL over a watchlist in scan & exploration mode is that is runs considerably slower than equivalent code in an indicator using the same number of bars...
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Bruce,
>
> Something along these lines was planned already and will arrive at some point.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "bruce1r" <brucer@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, July 20, 2009 4:29 PM
> Subject: [amibroker] Re: Quick AFL in scans
>
>
> > Tomasz -
> >
> > This triggered something I've been meaning to mention. QuickAFL in AA
> > was a great enhancement for optimization, and watchlist AA functions.
> > It freed me from having to generate date truncated clones of tickers for
> > fast optimization.
> >
> > But it appears that there is a "chicken and egg" issue for single
> > tickers and AA functions. It first needs to execute once with all bars
> > for setup. That's OK for watchlist AA functions and all optimizations.
> > Where it can be problematic is for RT scans or explores running every N
> > seconds on a single ticker.
> >
> > What would be ideal is it it was detected that the same AFL was running
> > over the same Range and it used the previous QuickAFL setup. This would
> > allow quick repeated scans of RT data while maintaining long history.
> >
> > I'm making a wild guess that this is complicated by needing to detect
> > that the time period OR certain things in Settings haven't changed also.
> > But, if the changes aren't too bad, it might make a useful enhancement.
> >
> > -- Bruce
> >
> > P.S. Yes - I'll enter in the Feedback center unless you point out a bad
> > assumption.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> Hello,
> >>
> >> This article
> >>
> >> http://www.amibroker.com/kb/2008/07/03/quickafl/
> >>
> >> explains:
> >>
> >> "In a similar manner, automatic analysis window can use subset of
> > available quotations to calculate AFL, if selected "range" parameter is
> > less than "All quotations".
> >>
> >> So, in short QuickAFL works so it calculates only part of the array
> > that is currently visible (indicator) or within selected range
> > (Automatic Analysis)."
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "sidhartha70" sidhartha70@
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Saturday, July 18, 2009 12:55 PM
> >> Subject: [amibroker] Quick AFL in scans
> >>
> >>
> >> > Something's that confusing me slightly about Quick AFL...
> >> >
> >> > When charting, I understand that SetBarsRequired(500,0) sets the
> > number of bars per array to the number of visible bars + 500...
> >> >
> >> > However, when using Quick AFL in a scan, where the symbol being
> > scanned may not even be visible on a chart, therefore there is no
> > concept of 'bars visible', how does SetBarsRequired(500,0) work...?
> >> >
> >> > Does it simply set the array sizes to 500 bars back...?
> >> >
> >> > TIA
> >> >
> >> >
> >> >
> >> > ------------------------------------
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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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This is *NOT* technical support channel.
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SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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