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thanks - makes a lot of sense.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Without commenting on the rest of the code, you should still try to pull
> out redundant array calculations from your loops. Avoid repeating inside
> a loop that which can be done once before the loop.
> e.g. peaks = PeakBars( H, n ) == 0; troughs = TroughBars( L, n ) == 0;
> for (...) { p[i] = LastValue( ValueWhen( peaks, H, i ) ); //last 9
> peaks t[i] = LastValue( ValueWhen( troughs, L, i ) );//last 9
> troughs ... } Mike
> --- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby" <kevinoversby@>
> wrote:
> >
> >
> >
> > OK, its running stably now, execution time well under 0.5 s. Next
> steps are to sort the levels and detect clusters for plotting.
> >
> > If I try to set any of the fibs values to negative values they are
> returned as {EMPTY} - why is that?
> >
> > Thanks / Kevin
> >
> > SetBarsRequired(sbrAll,sbrAll);
> >
> > n = 0.3 ;//approx. 4 point swing on ES
> > fibs[1] = .62; fibs[2] = .27; fibs[3] = 0.01; fibs[4] = .38; fibs[5] =
> .5;
> > fibs [6] = .62; fibs[7] = 1; fibs[8] = 1.27; fibs[9] = 1.62; //9
> symmetric levels
> >
> > for(i=1;i<=9;i++)
> > {
> >
> > p[i] = LastValue(ValueWhen(PeakBars(H,n)==0,H,i)); //last 9 peaks
> > t[i] = LastValue(ValueWhen(TroughBars(L,n)==0,L,i));//last 9 troughs
> >
> > for(j=1;j<=9;j++)
> > {
> > for(k=1;k<=9;k++)
> > {
> >
> > array[100*i+10*j+k-111] = t[i] + fibs[k] * (p[j] - t[i]); // calc fib
> levels
> > }}}
> >
> > // Plot levels for testing purposes
> >
> > for(i=1;i<=900;i++) {
> > Plot(IIf(array[i]>0,array[i],-1e10),"a",colorBlue);
> > }
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby" kevinoversby@ wrote:
> > >
> > >
> > >
> > >
> > >
> > >
> > > I've now got the levels plotting on ES 15 second data and its
> actually quite fast as the array function calls are in a small loop.
> The strange part is that the array reverts to empty shortly after
> plotting. Can anyone see why?
> > >
> > > Thanks / Kevin
> > >
> > >
> > > n = 0.3 ; //approx. 4 point swing on ES
> > > fibs[1] = -.62; fibs[2] = -.27; fibs[3] = 0; fibs[4] = .38; fibs[5]
> = .5;
> > > fibs [6] = .62; fibs[7] = 1; fibs[8] = 1.27; fibs[9] = 1.62; //9
> symmetric levels
> > >
> > > PeakCondition=PeakBars(H,n)==0;
> > > TroughCondition=TroughBars(L,n)==0;
> > >
> > > for(i=1;i<=10;i++)
> > > {
> > >
> > > p[i]=LastValue(ValueWhen(PeakCondition,H,i));
> > > t[i] = LastValue(ValueWhen(TroughCondition,L,i));
> > >
> > > for(j=1;j<=10;j++)
> > > {
> > > for(k=1;k<=5;k++)
> > > {
> > >
> > > array[i+j+k-2] = t[i] + fibs[k] * (p[j] - t[i]); // calc fib levels
> > > }}}
> > >
> > > // Plot first 100 unfiltered levels for test purposes
> > >
> > > for(i=1;i<=100;i++) {
> > > Plot(IIf(array[i]>0,array[i],-1e10),"a",colorBlue);
> > > }
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby" <kevinoversby@>
> wrote:
> > > >
> > > > Hi Mike,
> > > >
> > > > Thank you very much for taking the time to post these tips. I
> will incorporate as much as I can and post the update later.
> > > >
> > > >
> > > > Kevin
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > > > >
> > > > > Hi,
> > > > >
> > > > > A couple of quick points to spare you some wasted time.
> > > > >
> > > > > 1. In general; I think that you would benifet greatly by reading
> the following:
> > > > >
> > > > > http://www.amibroker.com/guide/h_understandafl.html
> > > > >
> > > > > 2. You *really* do not want to be making array based function
> calls (e.g. PeakBars, ValueWhen, IIF, TroughBars, etc) within a loop.
> This will be horribly slow. Look for a way to calculate everything
> outside of a loop.
> > > > >
> > > > > 3. The termination check of all your for loops are incorrect. Do
> not use "i = 10". You probably want something like "i <= 10". It needs
> to be a boolean if you ever want it to terminate. Also "=" is
> assignment, "==" is equivalence test.
> > > > >
> > > > > http://www.amibroker.com/guide/a_mistakes.html
> > > > >
> > > > > 4. When trying to populate an array inside a loop, you generally
> should be populating bar by bar: e.g. array[i] = ...
> > > > >
> > > > > Mike
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby" <kevinoversby@>
> wrote:
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > Parts 1) & 2)
> > > > > >
> > > > > > n = 0.3 //approx. 4 point swing on ES
> > > > > > fibs = [-.62 -.27 0 .38 .5 .62 1 1.27 1.62]; //symmetric
> > > > > >
> > > > > > for(i=1;i=10;i++)
> > > > > > {
> > > > > > PeakCondition=PeakBars(H,n)==0;
> > > > > > p[i] = ValueWhen(PeakCondition,H,i);
> > > > > > p[i] = IIf(p[i] >= HHV(p,i),p[i],0); //set to zero if not HH
> > > > > >
> > > > > > TroughCondition=TroughBars(L,n)==0;
> > > > > > t[i] = ValueWhen(TroughCondition,L,i);
> > > > > > t[i] = IIf(t[i] <= LLV(t,i),t[i],0); //set to zero if not LL
> > > > > >
> > > > > > for(j=1;j=10;j++)
> > > > > > {
> > > > > > for(k=1;k=9;k++)
> > > > > > {
> > > > > >
> > > > > > array = t[i] + fibs[k] * (p[j] - t[i]); // calc fib levels
> > > > > > }}}
> > > > > >
> > > > > > I'm unsure of the last line - how to assign the fib levels to
> an array for sorting. Thanks in advance for any help.
> > > > > >
> > > > > >
> > > > > > Kevin
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby"
> <kevinoversby@> wrote:
> > > > > > >
> > > > > > > I have not found an AFL implementation of this so decided to
> develop my own. I'm doing it here as there are a couple of coding
> issues I'm unsure of. Constructive comments and tips most welcome.
> > > > > > >
> > > > > > > Process:
> > > > > > >
> > > > > > > 1) Find i last higher peaks and j last lower troughs
> > > > > > > 2) For each peak/trough pair, calculate fib levels and add
> to array
> > > > > > > 3) Sort array
> > > > > > > 4) Discard a level if distance to next level > tolerance
> > > > > > > 5) Plot remaining levels, preferably at left or right edge
> like volume at price (VAP) to simplify chart.
> > > > > > >
> > > > > > > (A thought just occurred that this would also be a useful
> exercise with VAP levels - investigate later).
> > > > > > >
> > > > > > >
> > > > > > > Kevin
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
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