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Guy!
You can speed up by limiting the amount of historical data you load into
your study to the data length required by your indicators for getting a few
signals. I use the PREV function quite a bit and have had the same problem
as you. It beats me why this is so inefficient. Doing the same stuff in e.g.
Excel doesn't seem to be so heavy...
Regards,
Yngvi
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Guy Tann
> Sent: 30. júní 1999 07:48
> To: Metastock
> Subject: Much to my surprise, a success story!
>
>
> Thanks to everyone's input and making me go back and revisit MS
> for Windows.
> Using PREV to Self Reference Formulas, I was able to add the missing link
> and perform ALL of my calculations within MS for Windows.
>
> I'm now completely live in MetaStock, albeit I still have Bonds separate
> from my S&Ps. Now what I have to do is pull the Bonds and the
> S&Ps together
> in 1 chart and start plugging my rules into System Tester.
>
> I'm really shocked at how little work was necessary to convert my modified
> functions over to the ones I have running in TAS.
>
> So let me sum this up. With support from Ton Maas and Equis
> Support, I was
> able to redo the failed conversion of my DOS indicators and get my DOS
> system up and running under MS for Windows. That took about 4
> hours once I
> realized I had to delete the fouled up output from the first conversion
> attempt. Next, I was able to add my TAS calculations to MS for Windows in
> approximately 4 more hours and verify that the output matched my
> TAS output.
> It helped that I still had all of my output debugging files still being
> generated in TAS, so the information was there to check without doing any
> more TAS programming.
>
> OK, I'm sold so far. I was able to actually do some programming in MS and
> make it work in record time! Again it helped in that all I had to do was
> copy the code from my TAS script and input it into Indicator Builder. The
> new (compared to DOS MS) programming syntax made my life substantially
> easier. I'm planning on going back over my code, add variables (according
> to MS this will speed things up) and replace all of the old style
> code with
> stuff I can understand. It's so much easier to use things like
> mathematical
> operators and parenthesis rather than the old mul(div(sub(add(......
>
> Now, my next step will be to check out System Tester and see if I can
> program in my trading logic. If I can, I will be more than happy.
>
> Now for the one negative. Using the PREV technique appears to be quite
> inefficient. It used to take approximately 3 seconds to load my Chart
> without these new calculations. By adding these new calculations in a new
> Inner Window, it takes 23 seconds just for these calculations (using drag
> and drop for the new indicator into an Inner Window). When I load a chart
> that contains both sets of calculations, it takes substantially longer, 45
> seconds.
>
> It looks like I'm better off loading the chart without the new
> calculations,
> then drag and drop those from the indicator for a total of 25 seconds to
> load versus the combined 45 seconds. These speed comparisons are for a
> system running on a PII-400 with 64Mb RAM. I'll probably just
> let it grind
> on for the 45 seconds while I attempt to speed everything up.
>
> Regards
>
> Guy
> grt@xxxxxxxxxxxx
>
>
>
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