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Variable moving average - anyone knows what it plots in the null area?
Rank: Advanced Member
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Joined: 7/2/2009(UTC)
Posts: 31
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Hi,
Does anyone know what the variable moving average of the forum.dll plots in the undefined (N/A) also known as null area?
It seems to come up with a pretty good and defined(!) guess - but not just faster moving averages. I guess the original programmer would know that..? :)
ExtFml( "Forum.MOV",C, 200, e) -> during the first 200 periods?
Also - this function slows down the explorer incredibly. Is this a known problem..
Otherwise this function is amazing.. :)
Many thanks for any help,
-exito
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Rank: Newbie
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Joined: 11/10/2009(UTC)
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Hi,
Are you referring to the intialisation/seed process for the Variable moving average? If so, I have been trying to work out as well how Mstock seeds for VAR - with great difficulty (Especially where the array to smoothed(ie averaged) is your own array rather than an inbuilt array like the close).
As soo as I have some luck Ill let you know.
Regards D.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 7/2/2009(UTC)
Posts: 31
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Thanks for the reply D,
I believe we are pondering the same thing. I have come so far to accept/like the mysterious data that make the moving average work from the first loaded data point. They make intuitive sense and for my purpose are good enough.
Unfortunately just plotting
ExtFml( "Forum.MOV",C ,200 ,E )
takes very long (several seconds) -many times longer than my entire system without using the variable moving avarage- so it slows down my trading system considerably!
I am just surprised how a simple variable moving average (without even a variable period!) can be so slow to calculate?
Does anyone else find any of the functions of the forum dll (2006) (very) slow?!
Maybe I am doing something stupid - is there a work around?
Thanks
- Exito100 :)
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Rank: Advanced Member
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Joined: 7/25/2005(UTC)
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Hi Exito
There were problems with earler versions of the Forum DLL varible exponential move function but I've not been aware of any problems with the current version. From the syntax you use it appears very much that do not have one of the earlier versions.
I've just run a 2500 bar exploration over the S&P500 and it takes 4 seconds with the Forum DLL and 3 seconds with the Mov() function (alternating between the expressions below). How long would similar exploration take for you? How many bars are loaded on the charts you have the problem with?
ExtFml("Forum.Mov",C,200,E); Mov(C,200,E);
I often run timing tests on various pieces of code and the only glitch I've had recently was when I ran explorations with something marked on the chart. I subsequently found out that this was normal and could be called "the P variable effect". It appears that using the P variable requires more resources and therefore takes longer to execute, but this doesn't apply to just the Forum DLL.
Sorry but I can't shed any more light on your problem.
Roy
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