Great. Thanks.
--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > Hello, > > Everything in AmiBroker is written in C++. The maths internally are done > using FPU (floating point unit) that uses 80 bit registers (more than double > precision), only end results > are stored as 32 bit IEEE. > And no, there is no penalty for calling functions in the plugin. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "brian_z111" <brian_z...@...> > To: <[email protected]> > Sent: Monday, June 15, 2009 12:43 AM > Subject: [amibroker] Re: How to code a Adaptive StDev() > > > > 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" <groups@> 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_z111@> > >> 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 > >> > > >> > > >> > > >> > > > > > > > > > > ------------------------------------ > > > > **** 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 > > > > > > >
