You would still have to use Foreign() .
As far as I know for best execution times you need to use:
No Incudes
No user functions/procedures
No loops
No Foreign()
On 2/1/2010 2:33 PM, Markus Witzler wrote:
Hello Aron,
right, I was thinking too complicated. ;-)
Still, would storing the results of the loop into an addtocomposite
ticker make sense that my code could access every time it checked for
a MY crossover instead of running the loop?
Thanks for your clue!
Markus
----- Original Message -----
*From:* Aron <mailto:[email protected]>
*To:* [email protected] <mailto:[email protected]>
*Sent:* Monday, February 01, 2010 1:52 PM
*Subject:* Re: [amibroker] "Pimping" my code
|period1 = Optimize("period1", 25, 10, 50, 5);
period2= Optimize("period2", 840, 800, 900, 10);
fast [0] = *C*[0];
slow [0] = *C*[0];
*for*( bar = 1; bar < *BarCount*; bar++ )
{
fast[ bar ] =fast[bar-1]+(*Close*[bar]-fast[bar-1])*2/(period1+1);
slow[ bar ] =slow[bar-1]+(*Close*[bar]-slow[bar-1])*2/(period2+1);
}
||Plot(fast, "" ,*colorGreen*);
Plot(slow, "", *colorRed*);|
|*Buy* = Cross(fast, slow);
*Sell* = Cross(slow,fast);|
On 2/1/2010 1:26 PM, Markus Witzler wrote:
Hello,
I have loops built into my code and thus suppose that it´s
running too slow.
I use a EMA crossover system (long side only at this point):
*Buy*= Cum(1)>=25 *AND* Cross(Fast_EMA(period1),
Slow_EMA(period2))*AND* period1 < period2;
*Sell*= Cross(Slow_EMA(period2), Fast_EMA(period1));
I coded Fast_EMA and Slow_EMA instead of using AB´s built-in EMA
function to be able to use my own seed values.
Anyways, the code for both follows further below.
Would the rode run faster, if I stored the values for fast_MA and
slow_EMA in a separate composite and then used these in the buy
and sell rules?
Or is there another way to make my code faster? Are there some
clues how to "pimp" my code when I "have" to use loops (for
instance when coding proprietary stops instead of applystop etc.)???
Some other general guidelines what to look out for when trying to
keep the code as fast as possible (or better: the execution
thereof)??
Thanks
Markus
*function* Fast_EMA( period1 )
{ *local* bar;
*for*( bar = 0; bar < *BarCount*; bar++ )
{ *if* (bar < 1)
EMA_fast[ bar ] = *Close*[ 0 ];
*else*
EMA_fast[ bar ]
=EMA_fast[bar-1]+(*Close*[bar]-EMA_fast[bar-1])*2/(period1+1);
}
*return* EMA_fast;
}
period1 = Optimize("period1", 25, 10, 50, 5);
Exp_MA_fast = Fast_EMA ( Period1 );
* *
*function* Slow_EMA( period2 )
{ *local* bar;
*for*( bar = 0; bar < *BarCount*; bar++ )
{ *if* (bar < 1)
EMA_slow[ bar ] = *Close*[ 0 ];
*else*
EMA_slow[ bar ]
=EMA_slow[bar-1]+(*Close*[bar]-EMA_slow[bar-1])*2/(period2+1);
}
*return* EMA_slow;
}
period2 = Optimize("period2", 840, 800, 900, 10);
Exp_MA_slow = Fast_EMA ( Period2 );
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