Optimizing study... Help!

[Nooze]

Hi Alexis,

Would you help me optimize an efs code which paints bars depending on Linear Regression Bands (High/Low) direction.
The code works fine, but the application is very slow (even on Daily charts) and CPU utilization almost 100%...

efslib:

LSMA_High

function preMain() 
{ 
setPriceStudy(true); 
setStudyTitle("LSMA_High"); 
setCursorLabelName("LSMA_High"); 
setDefaultBarThickness(2); 
setDefaultBarFgColor(Color.cyan,3);
} 

var vPrice = null; 

var vInit = false; 
var vHLC3 = 0;

function main(nLength,nOffset,nBar) 
{ 
if (nLength == null) nLength = 55; 
if (nOffset == null) nOffset = 0; 
if (nBar == null) nBar = 0;

if (vInit == false) { 
vPrice = new Array(nLength); 
vInit = true; 
} 

vClose = close(nBar); 
vHigh = high(nBar); 
vLow = low(nBar); 

if (vClose == null) return; 
if (vHigh == null) return; 
if (vLow == null) return; 

if (getBarState() == BARSTATE_NEWBAR) { 
vPrice.pop(); 
vPrice.unshift(vHLC3); 
} 
vHLC3 = vHigh; 
vPrice[0] = vHLC3; 

if (vPrice[nLength-1] == null) return; 

var Num1 = 0.0; 
var Num2 = 0.0; 
var SumBars = nLength * (nLength - 1) * 0.5; 
var SumSqrBars = (nLength - 1) * nLength * (2 * nLength - 1) / 6; 
var SumY = 0.0; 
var Sum1 = 0.0; 
var Sum2 = 0.0; 
var Slope = 0.0; 
var Intercept = 0.0; 
var i = 0; 
for (i = 0; i < nLength; i++) 
{ 
if(getCurrentBarIndex() > -5 && getCurrentBarIndex() != 0) debugPrintln(vPrice[i]); 
SumY += vPrice[i]; 
Sum1 += i * vPrice[i]; 
} 
Sum2 = SumBars * SumY; 
Num1 = nLength * Sum1 - Sum2; 
Num2 = SumBars * SumBars - nLength * SumSqrBars; 
if (Num2 != 0) Slope = Num1 / Num2; 
Intercept = (SumY - Slope * SumBars) / nLength; 
var LinearRegValue = Intercept + Slope * (nLength - 1 - nOffset); 
return LinearRegValue; 
} 

LSMA_Low

function preMain() 
{ 
setPriceStudy(true); 
setStudyTitle("LSMA_Low"); 
setCursorLabelName("LSMA_Low"); 
setDefaultBarThickness(2); 
setDefaultBarFgColor(Color.cyan,3);
} 

var vPrice = null; 

var vInit = false; 
var vHLC3 = 0;

function main(nLength,nOffset,nBar) 
{ 
if (nLength == null) nLength = 55; 
if (nOffset == null) nOffset = 0; 
if (nBar == null) nBar = 0;

if (vInit == false) { 
vPrice = new Array(nLength); 
vInit = true; 
} 

vClose = close(nBar); 
vHigh = high(nBar); 
vLow = low(nBar); 

if (vClose == null) return; 
if (vHigh == null) return; 
if (vLow == null) return; 

if (getBarState() == BARSTATE_NEWBAR) { 
vPrice.pop(); 
vPrice.unshift(vHLC3); 
} 
vHLC3 = vLow; 
vPrice[0] = vHLC3; 

if (vPrice[nLength-1] == null) return; 

var Num1 = 0.0; 
var Num2 = 0.0; 
var SumBars = nLength * (nLength - 1) * 0.5; 
var SumSqrBars = (nLength - 1) * nLength * (2 * nLength - 1) / 6; 
var SumY = 0.0; 
var Sum1 = 0.0; 
var Sum2 = 0.0; 
var Slope = 0.0; 
var Intercept = 0.0; 
var i = 0; 
for (i = 0; i < nLength; i++) 
{ 
if(getCurrentBarIndex() > -5 && getCurrentBarIndex() != 0) debugPrintln(vPrice[i]); 
SumY += vPrice[i]; 
Sum1 += i * vPrice[i]; 
} 
Sum2 = SumBars * SumY; 
Num1 = nLength * Sum1 - Sum2; 
Num2 = SumBars * SumBars - nLength * SumSqrBars; 
if (Num2 != 0) Slope = Num1 / Num2; 
Intercept = (SumY - Slope * SumBars) / nLength; 
var LinearRegValue = Intercept + Slope * (nLength - 1 - nOffset); 
return LinearRegValue; 
} 

Study

var fpArray = new Array();
var vLastAlert = -1;

function preMain() {
setPriceStudy(true);
setStudyTitle("LinReg Paint Bars"); 
setCursorLabelName("LinReg Paint Bars");

setShowCursorLabel(false);
setShowTitleParameters(false);
setColorPriceBars(true);

var x=0;
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setLowerLimit(1);        
        setDefault(55);
    } 
} 

function main(Length,inputLength, inputOffset) {

setPriceBarColor(Color.RGB(255,170,0));

if(inputLength == null)
inputLength = Length;

if(inputOffset == null)
inputOffset = 0;

var vNewH, vOldH, vNewL, vOldL;

vNewH = call("/downloads/LSMA_High.efs", inputLength, inputOffset, 0);
vOldH = call("/downloads/LSMA_High.efs", inputLength, inputOffset, -1);

vNewL = call("/downloads/LSMA_Low.efs", inputLength, inputOffset, 0);
vOldL = call("/downloads/LSMA_Low.efs", inputLength, inputOffset, -1);

if(vNewH > vOldH && vNewL > vOldL) onAction1();
if(vNewH < vOldH && vNewL < vOldL) onAction2();

return null;
}
function onAction1() {
setPriceBarColor(Color.lime);
vLastAlert = 1;
}
function onAction2() {
setPriceBarColor(Color.red);
vLastAlert = 2;
} 

Thanks in advance!

[Doji3333]

first thing to try...

get rid of the debugPrintln() statements in your code. These functions are called 4 times for each new bar. Thus, your debugPrintln() functions are outputting 4 values for each bar. This will slow things down considerably.

Simply comment out the debugPrintln() functions and you should see a huge speed increase.

B

[ACM]

Nooze
If you are using eSignal 7.9 then a very easy solution is to write the efs using the LSMA function that is included in the amStudies Function Library. You will no longer need three efs(s) to accomplish the same task as you will be able to do it all in one simple and more efficient script. For more information on the amStudies Function Library see this post and the one that follows
If you are not yet using version 7.9 then I would suggest upgrading
Alex

[Nooze]

I re-wrote this code and it works amazing!

Thanks a lot, guys!

[its1111]

Hi Nooze

I love using the LSMA and use it all the time. I don't know a thing about programing, but I was wondering if you would share your rewrite of the LSMA that you liked so much. I apreciate any help.
Mark

[Nooze]

Hi guys!

This is a new version of the code what I described below:

var fpArray = new Array();
var vLastAlert = -1;

function preMain() {
setPriceStudy(true);
setStudyTitle("LinReg Paint Bars"); 
setCursorLabelName("LinReg Paint Bars");

setShowCursorLabel(false);
setShowTitleParameters(false);
setColorPriceBars(true);

var x=0;
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setLowerLimit(1);        
        setDefault(55);
    } 
} 

var myLib = addLibrary("amStudies.efsLib");

function main(Length) {

setPriceBarColor(Color.RGB(255,170,0));

var NewH = myLib.amLSMA(Length, high());
var OldH = myLib.amLSMA(Length, high(),-1);
var NewL = myLib.amLSMA(Length, low());
var OldL = myLib.amLSMA(Length, low(),-1);
 
if(NewH > OldH && NewL > OldL) onAction1();
if(NewH < OldH && NewL < OldL) onAction2();

return null;
}
function onAction1() {
setPriceBarColor(Color.lime);
vLastAlert = 1;
}
function onAction2() {
setPriceBarColor(Color.red);
vLastAlert = 2;
} 

Please advice me how I can improve it?

Thanks in advance!

[its1111]

Hi Nooze

Thanks so much for posting the formula. I get an error message that says line 22 Formula file not found: amstudies.efsLib

I have 7.9 version, does your formula work OK, maybe I am making a mistake or something.
Any help would be great, thanks
Mark

[ACM]

Mark
For that efs to work you need the amStudies.efsLib Library in the FunctionLibrary folder of eSignal.
You can find all the information on the amStudies Library here
Alex

[its1111]

As Always Alex, thank you very much for your constant generosity and help. I will figure it out.
thanks
Mark

[ACM]

Nooze
The enclosed revision of your study should be more efficient
Alex

var fpArray = new Array();

function preMain() {
    setPriceStudy(true);
    setStudyTitle("LinReg Paint Bars"); 
    setCursorLabelName("LinReg Paint Bars");
    setShowCursorLabel(false);
    setShowTitleParameters(false);
    setColorPriceBars(true);
    setDefaultPriceBarColor(Color.RGB(255,170,0));

    var x=0;
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setLowerLimit(1);        
        setDefault(55);
    } 
} 

var myLib = addLibrary("amStudies.efsLib");
var bInit = false;
var lsmaH = null;
var lsmaL = null;

function main(Length) {

    if(bInit==false){
        lsmaH = myLib.amLSMA(Length, high());
        lsmaL = myLib.amLSMA(Length, low());
        bInit = true;
    }
 
    if(lsmaH.getValue(0) > lsmaH.getValue(-1) && lsmaL.getValue(0) > lsmaL.getValue(-1)) onAction1();
    if(lsmaH.getValue(0) < lsmaH.getValue(-1) && lsmaL.getValue(0) < lsmaL.getValue(-1)) onAction2();

    return null;
}

function onAction1() {
    setPriceBarColor(Color.lime);
}
function onAction2() {
    setPriceBarColor(Color.red);
} 

[its1111]

Hi Alex

i know you weren't replying to me, but the study works really good and it is very much appreciated.
Thanks for all your help always
Mark

[ACM]

Mark
You are most welcome
Alex

[Nooze]

Hi Alex,

Your version of the code is much better!

Thanks a lot!

[ACM]

Nooze
My pleasure and thank you for the feedback
Alex