Thanks.... much appreciated. I guessed I would come up with some options if I just googled but I ran out of time.
So is the AFL StDev written in C++ or what? I guess your aim with the builtin functions would be to maintain integrity of the math to many decimal places? Is there a time penalty to get code from a plugin compared to builtin functions? --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > This formulation is in every algebra book and used in school often > because it is quicker even for human to calculate that way. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "brian_z111" <brian_z...@...> > To: <[email protected]> > Sent: Monday, June 15, 2009 12:06 AM > Subject: [amibroker] Re: How to code a Adaptive StDev() > > > > Nice work Bruce. > > > > I was trying to make up my own algebraic equivalent in lieu of a reference > > source, or sources. > > > > > > Did you get 'your' version of StDev from a reference of is it your own work? > > > > --- In [email protected], "bruce1r" <brucer@> wrote: > >> > >> Herman, Mike, all - just checking in and think I can offer a quick > >> suggestion and some code that I have handy. > >> > >> 1. StDev() is a function that is not implemented as a variable period > >> function, but can be with a slight caveat. Because this uses an > >> alternative, but algebraically equivalent formulation, that employs a > >> "data^2" term, it loses precision at about the 5th significant digit. > >> That is close enough for most work, though. So, anyway, this one liner > >> function will give a fast, variable period StDev ( IOW, vper can be a > >> varying array) - > >> > >> function StDevVarPer( data, Vper ) > >> { > >> return sqrt( MA( data ^ 2, vper ) - MA( data, vper ) ^ 2 ); > >> } > >> > >> 2. This is fast even with large numbers of 1 minute bars, but it is > >> usually best to control QuickAFL with a statement like the following as > >> the LAST STATEMENT in the program to yield maximum performance - > >> > >> SetBarsRequired( 500, 0 ); > >> > >> Remember that with QuickAFL in an indicator, the first execution after > >> an edit or insert passes the entire array to set the bar requirement, > >> then QuickAFL is in force on a subset. > >> > >> -- BruceR > >> > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > >
