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No chance for what?
The primary issues with your original code were:
1. Redundant calls to the same function. You have called each of Fast_EMA and Slow_EMA twice. It would have been better instead to call each once and hold the result
e.g.
fast = Fast_EMA(period1);
slow = Slow_EMA(period2);
Buy = Cum(1)>=25 AND Cross(fast, slow) AND period1 < period2;
Sell= Cross(slow, fast);
2. You have two functions with identical logic. The only difference is the global variable in which the result is stored. There is a cost for AmiBroker to have to parse each function. It would have been better to instead have a single function that returned the result generically, rather than writing directly to a global variable.
e.g.
function My_EMA(period) {
local result;
...
return result;
}
3. It is wasteful to have to check an "if" condition at every iteration of the loop. Set the 0th element of the array first, then loop from 1 to BarCount - 1 without the unnecessary if.
e.g.
result[0] = ...;
for (bar = 1; bar < BarCount; bar++) {
...
}
And, of course, any time you can combine multiple calculations within a single loop (as opposed to looping through all bars for each calculation), that will be the fastest.
Aron's solution addressed all those issues. I don't see how adding to composite would help you.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Markus Witzler" <funnybiz@xxx> wrote:
>
> So, there seems to be no chance...
>
> Thanks though, Aron!
>
> Markus
>
> ----- Original Message -----
> From: Aron
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, February 01, 2010 2:46 PM
> Subject: Re: [amibroker] "Pimping" my code
>
>
>
> You would still have to use Foreign() .
>
> As far as I know for best execution times you need to use:
>
> No Incudes
> No user functions/procedures
> No loops
> No Foreign()
>
>
>
> On 2/1/2010 2:33 PM, Markus Witzler wrote:
>
> Hello Aron,
>
> right, I was thinking too complicated. ;-)
>
> Still, would storing the results of the loop into an addtocomposite ticker make sense that my code could access every time it checked for a MY crossover instead of running the loop?
>
> Thanks for your clue!
>
> Markus
> ----- Original Message -----
> From: Aron
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, February 01, 2010 1:52 PM
> Subject: Re: [amibroker] "Pimping" my code
>
>
>
> 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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