Re: Where's the Board???

[Dennis Holverstott <dennis@xxxxxxxxxx>]

You can say what you want about Pierre but the guy does know a lot about
EL. Alain Jossart questions the value of optimizing code for speed:

>         A=c-c[3];B=.03*(A-A[1])+.97*B; 
> 
> Nice EL code, but are you convinced ? - Where is the demonstration
> that, once compiled, it is certainly faster than a compiled :
> 
>         VALUE1 = @MOMENTUM(C,3);
>         VALUE2 = @MOMENTUM(C,3)[1];
>         VALUE3 = .03*(VALUE1-VALUE2)+(1-.03)*VALUE3;
> 
> The truth is not there ! The kind of optimization games doesn't make
> any sense for a modern programmer... they should even less for
> a trader.

So I ran a little test, as much to convince myself as anything.....

----------------------
for value1 = 1 to 1000 begin
  value2 = c-c[3];
  value3 = .03*(value2-value2[1])+.97*value3; 
  value1 = value1+1;
end;
plot1(value3,"");

This one took 20 seconds to plot.

-------------------------
for value0 = 1 to 1000 begin
  VALUE1 = @MOMENTUM(C,3);
  VALUE2 = @MOMENTUM(C,3)[1];
  VALUE3 = .03*(VALUE1-VALUE2)+(1-.03)*VALUE3;
  value0 = value0+1;
end;
plot1(value3,"");

This one took 85 seconds to plot.
---------------------------

Pierre wins by more than 4 to 1. When we start running complicated
indicators and systems on lots of data, it is clearly worth the effort
to optimize the code for speed.

There, Pierre... I said something nice about you. :-)

-- 
   Dennis