|
PureBytes Links
Trading Reference Links
|
Mark,
Your initial posting is basically the same as
http://www.jurikres.com/down/sp3.txt I have the following
questions / comments.
To clarify for your readers, your description of EL
compiler's auto-detect process can be made more accurate
this way: Simple if and only if the function's code
references neigher the history of a variable declared within
the function, nor that of the function itself ( as in
_XAverage=price*alph+_XAverage[1]*(1-alph) ). If you
reference Close[1] or Highest(High,5)[1], it is not detected
as Series.
You have a "theory" that the Series/Simple function type
spec is ignored. You must have at least one example that
supports the theory. Can you share one example with us here?
I agree that all the numbered problems exist if the theory
holds true. I agree that SP3 real time users should be
alerted on this issue while it is still under investigation.
I just installed SP3 on a backburner PC and had a chance to
test it. I have a couple of scenarios to test and I have not
finished testing. but so far the results are negative, not
supporting your theory. So at least it does not always
ignore the spec. See the comments for plotting results. Here
is a siimple one:
{Function _FuncSimple1: (property sheet Simple set)}
var: bringForward(10);
if CurrentBar=1 then bringForward=20;
_FuncSimple1 = bringForward;
{Function _FuncSeries1: (property sheet Series set)}
var: bringForward(10);
if CurrentBar=1 then bringForward=20;
_FuncSeries1 = bringForward;
{Indicator _FuncTest}
var: fSimple1(0);
var: fSeries1(0);
if CurrentBar>1 then begin
fSimple1=_FuncSimple1;
fSeries1=_FuncSeries1;
end;
Plot1(fSimple1);
{SP2: 0 1st bar, 10 2nd bar and on
since init. on the first bar is skipped}
{SP3: same!!!}
Plot2(fSeries1);
{SP2: 0 1st bar, 20 2nd bar and on}
{SP3: same!!!}
Here is the OR memo to you that you posted in your follow up
posting. "In the revised model for handling Series
Functions, Easy language will calculate each Series Function
for each instance. What this means is that some calculations
that were not taken into account before by the compiler, are
handled now. This is the main cause of the Floating Point
Errors that users have been finding." I can provide some
historical perspective.
2000i introduced in reference parameters for functions,
similar to the Pascal var or the C++ non-constant reference
parameter, which is a huge leap forward in terms of system
development- it's one order of magnitude easier to develop
large studies. It allows more efficient code too. One
example is that you now can combine the built-in Linear
Regression Value and Slope (same logic) if you need both, a
100% speed up. There is one problem though: any function
that has a reference type parameter is doomed to be Simple
and no variable history or function history reference is
allowed. This is extremely inconvenient; array is a clumsy
alternative but often forbidingly. The reason is this.
Series function calls are calculated at the beginning of a
function/study regardless of the wrapping conditions. You
described all that in your 99 Fall OR Magzine article.
Therefore, they have to limit (all) the actual parameters
passed to any series function to numbers or inputs. But the
actual parameters for reference parameters can be anything
but number or input.
We customers (me included) must have pounded hard enough on
them to relax this restriction. They not only listened, but
quite to my amazement, they got it stuck so quickly into
SP3. Not only did they relax the restriction for certain
scenarios as I suggested to them (and ran by you but you
doubted the feasibility), they removed it! The other key
feature we customers have pushed thru for SP3 is GS custom
symbol list. One end of the customer spectrum feels tickled
while the other end frowns. Great so long as load stability
is not hampered but in reality, something got to give.
What I don't understand about their memo is "some
calculations that were not taken into account before". If
they did not change the auto-detect algorithm as they seem
to imply, all the "trouble code" verified in SP2, meaning
that the parameters for series functions are all numbers or
inputs, what could be those "calculations"? Mind boggling.
Why don't you ask for an example from them to show what this
means?
Examples, folks, taletell examples we need.
Alan Mi
|