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Re: Pierre's EL optimizations:
> Lets take the first 3 lines
> VALUE1 = @MOMENTUM(C,3);
> VALUE2 = @MOMENTUM(C,3)[1];
> VALUE3 = .03*(VALUE1-VALUE2)+(1-.03)*VALUE3;
> ...
> Sould be now obvious to anyone that this could reduce to:
> Value0=c-c[1];
> Value3= .03*(value0-value0[3])+ (1-.03*)value3;
>
> (could also replace 1-0.03 by .97)
This is excellent and creative optimization, and will definitely
result in faster-running code.
**HOWEVER**:
Unless maximum blinding speed is your key requirement, this may not
be the best way to write your code. Code like this has a tendency to
be "write-only" -- nobody (yourself included, if you come back to it
2 weeks from now) is going to understand it. If you want to refer
back to the indicator at a later time, maybe to improve it or to
incorporate it into other code, you might have a tough time
deciphering the optimized code.
IMHO, in many/most cases, clear and understandable code is more
important than tweaked-to-the-Nth-degree code.
If you decide that you really do require maximally-optimized code
like Pierre derived, then I suggest you do yourself a favor. Be sure
to include the *original* unoptimized code, AND if appropriate the
manipulations you performed to optimize it, as a COMMENT in your
code. That way you can come back to the code at a later time and
still understand what it's doing.
Gary
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