RE: [amibroker] script speed and backtest

["Dan Clark" <danclark@xxxx>]

Tomasz,

Question... When you say, "...10x faster than JScript.", does this mean
that *any* compiled dll (C++, VB, Delphi..." would be faster than
JScript (and by extension VBScript)? Or is your comment limited to C++?

Thanks and regards,

Dan.

-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@x...] 
Sent: Saturday, November 10, 2001 9:56 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] script speed and backtest

Hi,

Yes, JScript and C++ are quite similar when you speak about syntax
itself.
And yes, properly written, compiled DLL would be min. 10x faster than
JScript.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com

----- Original Message ----- 
From: "Stephane Carrasset" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, November 10, 2001 6:37 PM
Subject: [amibroker] script speed and backtest


> Tz,
> 
> I have tested today a combination of gann hilo with the
> Nonlinear Ehlers Filters
> something like this code below, but I have had 5 differents gann hilo 
> ( 3 for the stock and 2 for a foreign() function).
> the test was so slow!!
> I am supposing that a plugin dll will be better and faster.
> just tell me: I think javascript and c++ are a little similar.
> 
> stephane
> 
> 
> pds=Optimize("pds",10,5,10,1);
> mp = (High + Low)/2;
> /* Distant Coefficient is calculated here using AFL scripting */ 
> EnableScript("vbscript");
> coef = mp;
> <%
> mp = AFL( "mp" )
> coef = AFL( "coef" )
> pds = AFL( "pds" )
> For i = pds To UBound( mp )
> coef( i ) = 0
> For k = 1 To pds 
> coef( i ) = coef( i ) + ( mp( i ) - mp( i - k ) )^2
> Next
> Next
> AFL("coef") = coef
> %>
> Ehlers=Sum( coef * mp, pds )/Sum( coef, pds );
> /*Gann HiLoShort*/
> Ehs= Sum( coef * H, pds )/Sum( coef, pds );
> Els= Sum( coef * L, pds )/Sum( coef, pds );
> Hl=IIf(Close>Ref(Ehs,-1), 1,
> IIf(Close<Ref(Els,-1), -1, 0));
> Hv=ValueWhen(HL != 0,HL,1);
> HiloSh=IIf(Hv==-1,ehs,els);
> 
> 
> 
> 
> 
> 
> 
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> 
> 
> 





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