period1 = Optimize("period1", 25, 10, 50, 5);
period2= Optimize("period2", 840, 800, 900, 10);
fast [0] = C[0];
slow [0] = C[0];
for( bar = 1; bar < BarCount; bar++ )
{
fast[ bar ] =fast[bar-1]+(Close[bar]-fast[bar-1])*2/(period1+1);
slow[ bar ] =slow[bar-1]+(Close[bar]-slow[bar-1])*2/(period2+1);
}
Plot(fast, "" ,colorGreen);
Plot(slow, "", colorRed);
Buy =
Cross(fast, slow);
Sell =
Cross(slow,fast);
On 2/1/2010 1:26 PM,
Markus Witzler wrote:
Hello,
I have loops built into my code and thus
suppose that it´s running too slow.
I use a EMA crossover system (long side
only at this point):
Buy=
Cum(1)>=25 AND Cross(Fast_EMA(period1),
Slow_EMA(period2))AND period1 < period2;
Sell=
Cross(Slow_EMA(period2), Fast_EMA(period1));
I coded Fast_EMA and Slow_EMA
instead of using AB´s built-in EMA function to be able to use my own seed
values.
Anyways, the code for both
follows further below.
Would the rode run faster, if I stored the values
for fast_MA and slow_EMA in a separate composite and then used these in the
buy and sell rules?
Or is there another way to make my code faster?
Are there some clues how to "pimp" my code when I "have" to use loops (for
instance when coding proprietary stops instead of applystop
etc.)???
Some other general guidelines what to look out
for when trying to keep the code as fast as possible (or better: the
execution thereof)??
Thanks
Markus
function Fast_EMA( period1 )
{ local bar;
for(
bar = 0;
bar < BarCount; bar++ )
{ if (bar < 1)
EMA_fast[ bar ] = Close[ 0 ];
else
EMA_fast[ bar ] =EMA_fast[bar-1]+(Close[bar]-EMA_fast[bar-1])*2/(period1+1);
}
return EMA_fast;
}
period1 = Optimize("period1", 25, 10, 50, 5);
Exp_MA_fast = Fast_EMA ( Period1 );
function Slow_EMA( period2 )
{ local bar;
for(
bar = 0;
bar < BarCount; bar++ )
{ if (bar < 1)
EMA_slow[ bar ] = Close[ 0 ];
else
EMA_slow[ bar ] =EMA_slow[bar-1]+(Close[bar]-EMA_slow[bar-1])*2/(period2+1);
}
return EMA_slow;
}
period2 = Optimize("period2", 840, 800, 900, 10);
Exp_MA_slow = Fast_EMA ( Period2 );
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