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> I like the idea of placing more emphasis on
> recent equity changes, but damn it's slow.
Then, as I said, run it on fewer bars. That will place more
(all) emphasis on recent data, and speed it up too. Ideally
you'd like to only run it on the last N bars of an arbitrary-
length chart, but that's difficult given the way it sums up stuff
on every bar.
You also have to worry about numeric precision when you sum up a
lot of data. Running this on too many bars is likely to give you
bogus answers because the various Sum values get large enough
that the amount you add on each bar gets lost in TS's 7-digit
precision. (Unless you're running on TS8, which supports double
precision numbers.) So that's another good reason not to run it
on a lot of bars.
Possible solutions:
* Run it on a chart with fewer bars.
* Add a "StartDate" parameter, and don't start counting bars and
summing up stuff until you pass that date.
Gary
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