Hello Joseph, I think they mean that when viewing a chart you can use the arrow keys on the keyboard to scroll left or right through a chart viewing it bar by bar instead of scrolling. Apparently it might be a bit slow if the indicators you use have a ton of code hanging off them. That won't be a problem for me for a little while.
BrianB2 \:-) ...................cowlick --- In [email protected], "J. Biran" <[EMAIL PROTECTED]> wrote: > > > what is a right or left arrow key? can you elaborate on item 1? > > > > Joseph Biran > ____________________________________________ > > > > > > _____ > > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf Of Ton Sieverding > Sent: Wednesday, September 13, 2006 11:51 AM > To: [email protected] > Subject: Re: [amibroker] Re: Cycles and Mesa > > > 1. Speed problems resulting from piggy code with indicators can be > observed by holding down the left or right arrow keys traveling bar > to bar and seeing how much lag time there is. > > Thats what I have done and how I observed the speed problem ... > > 2. There is no reason an FFT should have this sort of response time > ergo > the first F in FFT ... > > Please read rest of this email conversation and you will understand > that the code does not has my signature ( Author = Dmitris Tsokasis ) > and that I am still wondering what it really does. But thanks again > for the remarks ... > > Ton. > > > > ----- Original Message ----- > From: Fred <mailto:[EMAIL PROTECTED]> > To: [email protected] > Sent: Wednesday, September 13, 2006 3:02 PM > Subject: [amibroker] Re: Cycles and Mesa > > > My point was ... there should be NO speed problems ... Personally I > find response time for FFT calculations over thousands of bars to > still be subsecond. > > Speed problems resulting from piggy code with indicators can be > observed by holding down the left or right arrow keys traveling bar > to bar and seeing how much lag time there is. > > There is no reason an FFT should have this sort of response time ergo > the first F in FFT ... > > If you have code for an FFT ( which I have yet to see anyone post > here or in the files section ) and it has a lot of lag associated > with it, I suggest you hunt down code on the net for a more efficient > implementation. > > For example ... here's a page of FFT routines in a variety of > languages that fill the bill ... For those that are C challenged > there are easily translatable other flavors ... > > http://faculty. <http://faculty.prairiestate.edu/skifowit/fft/> > prairiestate.edu/skifowit/fft/ > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com, "Ton Sieverding" > <ton.sieverding@> wrote: > > > > "Writing efficient AFL for either is fairly straight forward with > no > > need for extra hardware ( FFT Chips ?! ) or DLL's ..." > > Sure as long as you accept delays of several minutes when using > this code. This has nothing to do with AFL or AB but is just what you > get when running Fourier Analysis for financial timeseries. That's > why I am asking if other members have some experience and how they > did solve the speed problem, But thanks for you advise anyway ... > > > > Ton. > > > > > > ----- Original Message ----- > > From: Fred > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > Sent: Tuesday, September 12, 2006 4:29 PM > > Subject: [amibroker] Re: Cycles and Mesa > > > > > > Formulas and/or algorithms for FFT's are available a zillion > places > > on the net although I wouldn't bother with the one at numerical > > recipes. Formulas for MESA are also available on net although > they > > are a little harder to find as I think someone who is probably > the > > best known for this technique although not the originator of the > > algorithm or even its use with price data has done his best to > > squelch a lot of what otherwise would be available. > > > > Writing efficient AFL for either is fairly straight forward with > no > > need for extra hardware ( FFT Chips ?! ) or DLL's ... > > > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com, "Ton Sieverding" > > <ton.sieverding@> wrote: > > > > > > Thanks Tomasz. First I do not understand why it involves 3.000 > * ( > > Bars# ) * ( Bars# ). Why not just 3.000 * ( Bars# ) ? I did the > same > > test in Excel with 3.000 * ( Bars# ) and got no delay. After your > > email I did it again with 3.000 * ( Bars# ) * ( Bars# ) and got a > > delay of several minutes. But why two times 1.000 ? > > > Secondly I just copied the code I got from Fred and tried to > speed > > it up by removing the second and third harmonic calculation. Of > > course it was faster but still to slow for me. Frankly I do not > > understand how you can remove Cum() and LastValue() as the > results > > are being used for the calculation of the harmonic. > > > Finally I agree that Log calculations will speed up the process > and > > will look for FFT code that does use Log's. I only have used full > > Fourier Analysis in electronics and have no experience with the > Fast > > Fourier Transform. Although I agree with Ara that a FFT card is > > probably needed for the real good performance. Do you have any > > experience with these goodies ? > > > > > > Ton. > > > > > > ----- Original Message ----- > > > From: Tomasz Janeczko > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Thursday, September 07, 2006 1:32 PM > > > Subject: Re: [amibroker] Re: Cycles and Mesa > > > > > > > > > > > > Hello, > > > > > > You are doing 24 * 16 * 8 * (NUMBER OF BARS) iterations per bar > > (in the most inner loop you are using Cum() function which is > > cummulative > > > sum over all bars). So entire execution involves 24 * 16 * 8 * > > (Number of bars) * (Number of bars). If you say have 1000 bars > you > > end up with > > > 3 billion operations. > > > To speed it up you would need to REMOVE Cum() and LastValue() > > from inner loop (they are not needed in fact). > > > > > > The code below is a sample of very inefficient coding. Properly > > coded FFT requires only N*logN operations > > > > > > Best regards, > > > Tomasz Janeczko > > > amibroker.com > > > ----- Original Message ----- > > > From: Ton Sieverding > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Wednesday, September 06, 2006 12:16 PM > > > Subject: Re: [amibroker] Re: Cycles and Mesa > > > > > > > > > Rakesh when talking about the Fourier code ( Fred -> Ehler ? ) > > you sent me and looking for what you want to get, why not just > taking > > the first harmonic and forgetting the rest of the code. In this > way > > you have your current cycle length - at least this is what I > think > > you want to get - and this will also solve an important part of > the > > speed problem. So take Y01 and take out the linear Y and you > should > > get the first harmonic. But as I already told you, this is not > what I > > have in mind for the first harmonic ... > > > > > > Also I do not understand why this code is still so slow. When > > looking to the For Loops I am getting 24 * 16 * 8 being 3.072 > > iterations per Bar. So why is the code so slow ? Thomasz am I to > > optimistic ? Dimitri do you have any idea ? You can speedup the > > calculation by setting n = 6, g01=1.0 ( starting g=1 ) and stp0 = > 200 > > ( starting stp0 = 400 ). I do not see any difference in the graph > and > > the speed should be of course 12 * 8 * 4 = 384 or 8x the old > > speed ... > > > > > > Ton. > > > > > > > > > > > > _SECTION_BEGIN("Fourier Analysis Elementary"); > > > // > > ============================================================= > > > // Elementary Fourier analysis, by D. Tsokakis, May 2004 > > > // > > ============================================================= > > > t=Cum(1)-1; > > > A=Param("Rsi",50,1,100,1); > > > B=Param("smooth",100,1,120,1); > > > C1=MA(RSI(A),B); > > > start=Cum(IsTrue(C1))==1; > > > t1=ValueWhen(start,t); > > > > > > // PlotShapes(shapeDownTriangle*start,colorYellow); > > > > > > // C10=ValueWhen(start,C1);Plot(C1,"C1",colorBlack,8); > > > GraphXSpace=2; > > > x = Cum(1); > > > lastx = LastValue( x ); > > > Daysback = LastValue(Cum(IsTrue(C1))); > > > aa = LastValue( LinRegIntercept( C1, Daysback) ); > > > bb = LastValue( LinRegSlope( C1, Daysback ) ); > > > yy = Aa + bb * ( x - (Lastx - DaysBack) ); > > > yy=IIf( x >= (lastx - Daysback), yy, -1e10 ); > > > > > > // Plot( yy, "yy", colorRed ); > > > detrend=C1-yy; > > > new1=detrend; > > > Hor=LastValue(Cum(new1)/Cum(IsTrue(C1))); > > > pi=4*atan(1); > > > n=12; > > > > > > // =============================================== > > > // Fundamental period, crude approximation > > > // =============================================== > > > > > > error00=10000; > > > per01=0; > > > g01=0; > > > phi01=0; > > > stg0=0.5; > > > stp0=100; > > > > > > for(phi=0;phi<2*pi;phi=phi+pi/n) > > > { > > > for(g=0.5;g<=8;g=g+stg0) > > > { > > > for(per=300;per<=1000;per=per+stp0) > > > { > > > f=1/per; > > > y=Hor+g*sin(2*pi*f*(t-t1)+phi); > > > error=LastValue(Cum(abs(y-new1))); > > > if(error<error00) > > > {error00=error;per01=per;g01=g;phi01=phi;} > > > } > > > } > > > } > > > > > > f01=1/per01; > > > y01=Hor+g01*sin(2*pi*f01*(t-t1)+phi01); > > > > > > Plot(y01,"y01",colorRed,4); > > > > > > _SECTION_END(); > > > > > > > > > ----- Original Message ----- > > > From: Ara Kaloustian > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Wednesday, September 06, 2006 6:12 AM > > > Subject: Re: [amibroker] Re: Cycles and Mesa > > > > > > > > > > > > Rakesh, > > > > > > John Ehler's code is quite usable with AB... it produces the > > dominant cycle value. It is a bit CPU intensive but I tried using > it > > at the start of a new bar (instead of using it with every trade) > and > > that made the CPU load quite acceptable. > > > > > > My issue with both Ehler's code anf FFT is that I was not > > satisfied with either. > > > > > > Since you were getting good results with FFT, you might try > > Ehler's code. > > > > > > Theoretically ehler's code should be better since it looks at > > the most recent data, while FFT would need much longer data to > > produce usefuk cycle lengths. > > > > > > Good luck > > > > > > Ara > > > ----- Original Message ----- > > > From: Rakesh Sahgal > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Tuesday, September 05, 2006 5:33 PM > > > Subject: Re: [amibroker] Re: Cycles and Mesa > > > > > > > > > Ton > > > > > > Back in the old MetaStock days I had fiddled around with > > using the packaged FFT in MS. I had used it to extract the > current > > dominant cycle length in a market and then used it to compute > > studies. The results were quite satisfactory. Then I changed > > platforms to AB and the whole idea got shelved. Subsequently I > have > > tried to find a way of extracting current dominant cycle length > in an > > issue/market in AB but have not seen any way of using it which my > non- > > engineering/mathmetician brain could comprehend. It was in this > > context I tried DT's code. Unfortunately (a) it was computing > power > > intensive and (b) the results were beyond my comprehension so I > gave > > up on it. I still would like to find a way of ascertaining what > the > > current cycle length is in an issue but have not been able to > make > > much progress. Perhaps someone on the list could throw up some > ideas > > which are implementable on the AB platform. > > > > > > > > > R > > > > > > > > > On 9/6/06, Ton Sieverding <ton.sieverding@> wrote: > > > Thanks Rakesh. I've tried underneath mentioned AFL code > > for Fourier analysis. It does something but I have some > questions : > > > > > > 1. I have the feeling that the code uses a lot of > > computer power. When modifying the parameters it takes several > > seconds ( about 5 sec ) before I have a result on the graph. I am > > using a Ghz 2.6 CPU with 1GB internal and have never seen my > computer > > so slow. Do you have the same experience ? > > > 2. What I would like to see is a couple of sine waves > > being the harmonics of the original time series. So more or less > the > > same picture as Fred's Cycles. But that's not what I get. Also > the > > calculations for the Fourier analysis does not look familiar to > me. > > Where can I find the logical background behind these formulas ? > > > > > > Ton. > > > > > > > > > ----- Original Message ----- > > > From: Rakesh Sahgal > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Tuesday, September 05, 2006 2:12 PM > > > Subject: Re: [amibroker] Re: Cycles and Mesa > > > > > > > > > If you are interested in Fourier Analysis in AB > > environment you should refer to the work of Dmitris Tsokasis who > > shared his work on Fourier Analysis with the group. Am pasting > below > > his code. I have never used it and would not know how to apply it > in > > a meaningful manner. Hope you find it useful. > > > > > > > > > R > > > > > > > > > =============================== > > > // Elementary Fourier analysis, by D. Tsokakis, May 2004 > > > > > > t=Cum(1)-1; > > > > > > A=Param("Rsi",50,1,100,1); > > > > > > B=Param("smooth",100,1,120,1); > > > > > > C1=MA(RSI(A),B); > > > > > > start=Cum(IsTrue(C1))==1; > > > > > > t1=ValueWhen(start,t); > > > > > > PlotShapes(shapeDownTriangle*start,colorYellow); > > > > > > C10=ValueWhen(start,C1);Plot(C1,"C1",colorBlack,8); > > > > > > GraphXSpace=2; > > > > > > x = Cum(1); > > > > > > lastx = LastValue( x ); > > > > > > Daysback = LastValue(Cum(IsTrue(C1))); > > > > > > aa = LastValue( LinRegIntercept( C1, Daysback) ); > > > > > > bb = LastValue( LinRegSlope( C1, Daysback ) ); > > > > > > yy = Aa + bb * ( x - (Lastx - DaysBack) ); > > > > > > yy=IIf( x >= (lastx - Daysback), yy, -1e10 ); > > > > > > Plot( yy, "yy", colorRed ); > > > > > > detrend=C1-yy; > > > > > > new1=detrend;Hor=LastValue(Cum(new1)/Cum(IsTrue(C1))); > > > > > > pi=4*atan(1);n=12; > > > > > > // Fundamental period, crude approximation > > > > > > error00=10000;per01=0;g01=0;phi01=0;stg0=0.5;stp0=100; > > > > > > for(phi=0;phi<2*pi;phi=phi+pi/n) > > > > > > { > > > > > > for(g=0.5;g<=8;g=g+stg0) > > > > > > { > > > > > > for(per=300;per<=1000;per=per+stp0) > > > > > > {f=1/per; > > > > > > y=Hor+g*sin(2*pi*f*(t-t1)+phi); > > > > > > error=LastValue(Cum(abs(y-new1))); > > > > > > if(error<error00) > > > > > > {error00=error;per01=per;g01=g;phi01=phi;} > > > > > > }}} > > > > > > f01=1/per01;y01=Hor+g01*sin(2*pi*f01*(t-t1)+phi01); > > > > > > Plot(y01+yy,"y01",colorSkyblue,4); > > > > > > Title=Name()+" [ Sample="+WriteVal(Daysback,1.0)+" > > bars ]"+"\nyS0="+WriteVal(Hor,1.2)+ > > > > > > "\nyS01="+ > > > > > > WriteVal(g01,1.1)+"*sin(2*pi*(1/"+ > > > > > > WriteVal(per01,1.0)+")*(t-t1)+"+ > > > > > > WriteVal(12*phi01/pi,1.0)+"*pi/"+WriteVal(n, 1.0)+"), > > Error1 ="+ > > > > > > WriteVal(LastValue(Cum(abs(y01-new1))),1.0)+", Error1/bar > > ="+ > > > > > > WriteVal(2*LastValue(Cum(abs(y01-new1)))/Daysback,1.2)+" > > %";; > > > > > > // Fundamental period, detailed approximation > > > > > > error0=10000;per1=0;g1=0;phi1=0;stg=0.5;stp=10; > > > > > > for(phi=0;phi<2*pi;phi=phi+pi/n) > > > > > > { > > > > > > for(g=0.5;g<=8;g=g+stg) > > > > > > { > > > > > > for(per=per01-stp0;per<=per01+stp0;per=per+stp) > > > > > > {f=1/per; > > > > > > y=Hor+g*sin(2*pi*f*(t-t1)+phi); > > > > > > error=LastValue(Cum(abs(y-new1))); > > > > > > if(error<error0) > > > > > > {error0=error;per1=per;g1=g;phi1=phi;} > > > > > > }}} > > > > > > f1=1/per1;y1=Hor+g1*sin(2*pi*f1*(t-t1)+phi1); > > > > > > Plot(y1+yy,"y1",colorBlue,4); > > > > > > Title=Title+ > > > > > > "\nyS1="+ > > > > > > WriteVal(g1,1.1)+"*sin(2*pi*(1/"+ > > > > > > WriteVal(per1,1.0)+")*(t-t1)+"+ > > > > > > WriteVal(12*phi1/pi, 1.0)+"*pi/"+WriteVal(n,1.0)+"), > > Error1 ="+ > > > > > > WriteVal(LastValue(Cum(abs(y1-new1))),1.0)+", Error1/bar > > ="+ > > > > > > WriteVal(2*LastValue(Cum(abs(y1-new1)))/Daysback,1.2)+" > > %";; > > > > > > // 2nd Harmonic > > > > > > error0=10000; > > > > > > for(phi=0;phi<2*pi;phi=phi+pi/n) > > > > > > { > > > > > > for(g=0;g<=8;g=g+0.1) > > > > > > { > > > > > > per2=per1/2;f=1/per2; > > > > > > y2=y1+g*sin(2*pi*f*(t-t1)+phi); > > > > > > error2=LastValue(Cum(abs(y2-new1))); > > > > > > if(error2<error0) > > > > > > {error0=error2;g2=g;phi2=phi;} > > > > > > }} > > > > > > f2=1/per2;y2=y1+g2*sin(2*pi*f2*(t-t1)+phi2); > > > > > > Plot(y2+yy,"y1",colorYellow,8); > > > > > > Title=Title+ > > > > > > "\nyS2="+ > > > > > > WriteVal(g2,1.1)+"*sin(2*pi*(1/"+ > > > > > > WriteVal(per2,1.0)+")*(t-t1)+"+ > > > > > > WriteVal(12*phi2/pi,1.0)+"*pi/"+WriteVal(n,1.0)+"), > > Error2 ="+ > > > > > > WriteVal(LastValue(Cum(abs(y2-new1))),1.0)+", Error2/bar > > ="+ > > > > > > WriteVal(2*LastValue(Cum(abs(y2-new1)))/Daysback,1.2)+" > > %";; > > > > > > // 3rd Harmonic > > > > > > error0=10000; > > > > > > for(phi=0;phi<2*pi;phi=phi+pi/n) > > > > > > { > > > > > > for(g=0;g<=8;g=g+0.1) > > > > > > { > > > > > > per3=per2/2;f=1/per3; > > > > > > y3=y2+g*sin(2*pi*f*(t-t1)+phi); > > > > > > error3=LastValue(Cum(abs(y3-new1))); > > > > > > if(error3<error0) > > > > > > {error0=error3;g3=g;phi3=phi;} > > > > > > }} > > > > > > f3=1/per3;y3=y2+g3*sin(2*pi*f3*(t-t1)+phi3); > > > > > > Plot(y3+yy,"y1",colorWhite,8); > > > > > > Title=Title+ > > > > > > "\nyS3="+ > > > > > > WriteVal(g3,1.1)+"*sin(2*pi*(1/"+ > > > > > > WriteVal(per3,1.0)+")*(t-t1)+"+ > > > > > > WriteVal(12*phi3/pi,1.0)+"*pi/"+WriteVal(n,1.0)+"), > > Error3 ="+ > > > > > > WriteVal(LastValue(Cum(abs(y3-new1))),1.0)+", Error3/bar > > ="+ > > > > > > WriteVal(2*LastValue(Cum(abs(y3-new1)))/Daysback,1.2)+" > > %"; > > > > > > /* > > > > > > =============================== > > > > > > > > > > > > On 9/5/06, Ton Sieverding <ton.sieverding@> wrote: > > > I certainly like what I see Fred. But do you have the > > AFL code for this picture also ? > > > Is this based on Fourier stuff ? I have tried to find > > the FTT instructions in AFL but cannot find them. Do they exist > in > > AFL or did you use some special DLL ? > > > > > > Kind regards, > > > Ton Sieverding. > > > > > > ----- Original Message ----- > > > From: Fred Tonetti > > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> > ps.com > > > Sent: Tuesday, September 05, 2006 6:18 AM > > > Subject: [amibroker] Re: Cycles and Mesa > > > > > > > > > > > > For example . > > > > > > <<...>> > > > > > > > > > > > > ---------------------------------------------------------- > > > I am using the free version of SPAMfighter for private > > users. > > > It has removed 8436 spam emails to date. > > > Paying users do not have this message in their emails. > > > Try SPAMfighter for free now! > > > > > > Please note that this group is for discussion between users only. 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