Ref: efsInternal -which of these methods is best?

[waynecd]

I've come up with 3 ways to get plots using efsInternal() using posts found in the forum.

Is there a way to test which is the least CPU intensive approach?

Thanks in advance.

//three methods of using getSeries and efsInternal
debugClear();
var aFPArray = new Array();
var bInit = false;
function preMain() {

setPriceStudy(false);
setStudyTitle("Donchian Strength 8c");
setShowTitleParameters( true );
var x=0;
    aFPArray[x] = new FunctionParameter( "WhichMethod", FunctionParameter.STRING); 
    with( aFPArray[x++] ) { 
        setName( "Use Which Method" ); 
        addOption("getSeries in bInit"); 
        addOption("getSeries in return statement");
        addOption("getSeries using two efsInternal Functions");
        setDefault( "getSeries in bInit" ); 
    }       
}
var xStrengthPlot = null;
var MySubStudy2 = null;
var vSymbol = null;
var Interval0 = null;
var xMA_Avg = null;

function main(WhichMethod){

    if ( bInit == false ) { 
        if(vSymbol == null || vSymbol == "") vSymbol = getSymbol();
        if(Interval0 == "Default" || Interval0 == null) Interval0 = getInterval();
        xSymbol = vSymbol+","+Interval0;
        if(WhichMethod == "getSeries in bInit"){
            xStrengthPlot = efsInternal("Strength",xSymbol);
            if(xMA_Avg == null) xMA_Avg = ema(34,eval(xStrengthPlot));
        }else if(WhichMethod == "getSeries in return statement"){
            //alternatively I can use the following with the corresponding "return new Array(xStrengthPlot,xMA_Avg);"
            xStrengthPlot = getSeries(efsInternal("Strength",xSymbol),0);
            if(xMA_Avg == null) xMA_Avg = getSeries(ema(34,eval(xStrengthPlot)));
        }else if(WhichMethod == "getSeries using two efsInternal Functions"){
            xStrengthPlot = getSeries(efsInternal("DonchianStrength",xSymbol),0);
            xMA_Avg = getSeries(efsInternal("DonchianStrength",xSymbol),1);
        }
        bInit = true; 
    } 
    if(WhichMethod == "getSeries in bInit")
        return new Array(getSeries(xStrengthPlot),getSeries(xMA_Avg));
    else if(WhichMethod == "getSeries in return statement")
        return new Array(xStrengthPlot,getSeries(xMA_Avg));
    else if(WhichMethod == "getSeries using two efsInternal Functions"){
        VarDonch = xStrengthPlot.getValue(0);
        VarMA_Avg = xMA_Avg.getValue(0);
        
        return new Array(VarDonch,VarMA_Avg);
    }
}


function Strength(VSymbol) {
    return (2*close(0,sym(VSymbol))-upperDonchian(34,sym(VSymbol))-lowerDonchian(34,sym(VSymbol)));
}
// function DonchianStrength(aSymbol) is used only for [WhichMethod == "getSeries using two efsInternal Functions"]
var rStrengthPlot = null;
var rMA_Avg = null;

function DonchianStrength(aSymbol){
    rStrengthPlot = efsInternal("Strength",aSymbol);
    if(rMA_Avg == null) rMA_Avg = ema(34,eval(rStrengthPlot));
    return new Array(rStrengthPlot,rMA_Avg.getValue(0));
} 

Re: Ref: efsInternal -which of these methods is best?

Hi Waynecd,

Use the performance monitor to test the differences in speed. Check this thread for a discussion on the performance monitor.

As for using efsInternal (or any method of creating a series object), there are several tips.

1) Only create the series once (regardless of where it is used).
2) For functions that are being used with efsInternal that have their own embedded series objects, return the existing series object if that is what you want.
3) Use the series object method getValue() to access the values from existing series objects.


Hope this helps.

Originally posted by waynecd
I've come up with 3 ways to get plots using efsInternal() using posts found in the forum.

Is there a way to test which is the least CPU intensive approach?

Thanks in advance.

[waynecd]

Hi Steve,

Thanks again. It helps alot.

I had your reference post but lost it in my filing system, can't let that happen.

Wayne

Hi Waynecd,

Your most welcome. Good to hear the info was helpful. FWIW, an addendum to my last post.

4) getSeries() returns a series and like all other methods or functions that return a series object, it only needs to be called once.

... and a clarification...

Create series objects in a bInit conditional or an allbars conditional. Assign global variables to the series objects to maintain access to them for the life of the efs. (The global variables act as pointers to the series objects.) Use the global variables to refer to the existing series. This minimizes resource use as compared to repeatedly using getSeries() and maximizes efs efficiency.

[waynecd]

Hi Steve,

Thanks for the clarification and addendum. I really appreciate it.
Very timely for what I am doing now.

Wayne

Hi Wayne,

You are most welcome. In hindsight I noticed getSeries() had not been addressed.

Hope this works out for you. Let me know if you have any followup questions.

[waynecd]

Hi Steve,

I appreciate your help.

To make sure I understand: below is a comparison of two return statements one using the getSeries() and the other just calling the last value in the original series created by the stoch?() functions. As I understand it now, it is better to call the last value via stoch?.getValue(0) (doesn't create a new series) instead of getSeries(stoch?) which creates a new series.

Is this correct?

var bInit = false;
var xStochK = null;
var xStochD = null;

function main(Symbol,Interval) {

    if(bInit == false){
        if(Symbol == null) Symbol = getSymbol();
        if(Interval == null) Interval = getInterval();
        var vSymbol = Symbol+","+Interval;
        xStochK = stochK(14,1,3,sym(vSymbol));
        xStochD = stochD(14,1,3,sym(vSymbol));
        addBand( 80, PS_SOLID, 1, Color.black,"Upper");
        addBand( 20, PS_SOLID, 1, Color.black,"Lower");
        bInit = true;
    }

//    return new Array (getSeries(xStochK),getSeries(xStochD));
    return new Array (xStochK.getValue(0),xStochD.getValue(0));
} 

Hi Wayne,

You are most welcome. Good followup. As to your questions, there are some subtleties in the implementation that can be improved on.

Originally posted by waynecd
Hi Steve,

I appreciate your help.

To make sure I understand: below is a comparison of two return statements one using the getSeries() and the other just calling the last value in the original series created by the stoch?() functions.

First, using getSeries() as you have it structured with existing series objects is not appropriate. The best way to return an existing series to the chart is by just returning the series object.

1) Using getSeries() - return new Array (getSeries(xStochK),getSeries(xStochD)); // Calls the getSeries() function twice, each returning a series object that will be returned to the chart as part of an array

2) More efficient - return new Array (xStochK.getValue(0),xStochD.getValue(0)); // Calls the getValue() Methods (twice) of each series object and returns numerical values to the chart as part of an array.

3) Most efficient - return new Array (xStochK,xStochD); // Calls no functions or methods, simply returns two series objects to chart as part of an array

The first two each call a function or method twice every tick. The third does not call any functions and because of that, is more efficient than the first two.

If on the other hand you had declared two local variables in the efs,

var sK=xStochK.getValue(0);
var sD=xStochD.getValue(0);

2a) return new Array (sK,sD); // returns numerical values to the chart as part of an array.

3a) return new Array (xStochK,xStochD); // Calls no functions or methods, simply returns two series objects to chart as part of an array

These two will be more evenly matched with regards to efficiency. Understand that returning a series object to the chart has significant advantages when its interval is different than the charts.

As I understand it now, it is better to call the last value via stoch?.getValue(0) (doesn't create a new series) instead of getSeries(stoch?) which creates a new series.

Is this correct?

As discussed above, both techniques call methods or functions which can be an unecessary resource expenditure. However, in your example, the use of getSeries() is not appropriate since both series are already defined. The use of getSeries() was intended to return a distinct series object when an efs2 efsInternal() or efsExternal() Object is created and the efs2 Object has multiple return values/series (i.e. return new Array(first,second,third))

If the efs2 Object only has one returned series, the efs2 Object simply represents a single series. If the efs2 Object consists of three series, use the getSeries() function to extract each of the three series.

Only use getSeries() when extracting individual series from an efs2 Object that is constructed from several series objects. Only use getSeries once to obtain the series you want. You only will introduce inefficiencies into your code when you use getSeries() more than you have to.

Hope this helps.

[waynecd]

Hi Steve,

Thanks so much for the detailed explanation. For me, it's not too intuitive. I think I need to study object oriented programming.

Again thanks.

Wayne

[waynecd]

Hi Steve,

Working through the examples the only one that doesn't plot is the:

return new Array (xStochK,xStochD);

I must be missing something.

var bInit = false;
var xStochK = null;
var xStochD = null;

function main(Symbol,Interval) {

    if(bInit == false){
        if(Symbol == null) Symbol = getSymbol();
        if(Interval == null) Interval = getInterval();
        var vSymbol = Symbol+","+Interval;
        xStochK = stochK(14,1,3,sym(vSymbol));
        xStochD = stochD(14,1,3,sym(vSymbol));
        addBand( 80, PS_SOLID, 1, Color.black,"Upper");
        addBand( 20, PS_SOLID, 1, Color.black,"Lower");
        bInit = true;
    }
//var sK=xStochK.getValue(0);
//var sD=xStochD.getValue(0);

//    return new Array (getSeries(xStochK),getSeries(xStochD));//inefficient
//    return new Array (xStochK.getValue(0),xStochD.getValue(0));//inefficient
    return new Array (xStochK,xStochD);//doesn't plot
//    return new Array (sK,sD);//works
} 

Thanks,

Wayne

Hi Wayne,

I contradicted the Knowledgebase documentation a bit with regards to the getSeries() function, sorry about that. The getSeries() function can be called repeatedly. However, for your example, the following should correct things.

Modify / add the following lines in your bInit statement:


xStochK = stochK(14,1,3,sym(vSymbol));
xStochK=getSeries(xStochK);

xStochD = stochD(14,1,3,sym(vSymbol));
xStochD=getSeries(xStochD);

For the reasons mentioned before this should improve performance.

After doing performance testing, please provide some feedback on how the different versions perform.

[waynecd]

Hi Steve,

As far as I can tell they are all equivalent since the total calls vary depending on how many calls squeeze through before I can change the option parameter.

Wayne

/*
                Total Calls    Total Time (ms)            Avg Time(ms)
Option A        318                    10                    0.03145
Option A        319                    10                    0.03135
Option B        323                    10                    0.03049
Option B        319                    10                    0.03115
Option C        319                    10                    0.03096
Option C        319                    10                    0.03115
Option D        325                    10                    0.03106
Option D        325                    10                    0.0304

*/

debugClear();
var aFPArray = new Array();

function preMain() {

setPriceStudy(false);
setStudyTitle("Donchian Strength Color");

var x=0;
    aFPArray[x] = new FunctionParameter( "ReturnStatement", FunctionParameter.STRING); 
    with( aFPArray[x++] ) { 
        setName( "Return Statement" ); 
        addOption( "A" ); 
        addOption( "B" ); 
        addOption( "C" ); 
        addOption( "D" ); 
        setDefault( "D" ); 
    }       
}
var bInit = false;
var xStochK = null;
var xStochD = null;

function main(Symbol,Interval,ReturnStatement) {

    if(bInit == false){
        if(Symbol == null) Symbol = getSymbol();
        if(Interval == null) Interval = getInterval();
        var vSymbol = Symbol+","+Interval;
        xStochK = stochK(14,1,3,sym(vSymbol));
        xStochD = stochD(14,1,3,sym(vSymbol));
        if(ReturnStatement == "D") {
            xStochK=getSeries(xStochK);
            xStochD=getSeries(xStochD); 
        }
        addBand( 80, PS_SOLID, 1, Color.black,"Upper");
        addBand( 20, PS_SOLID, 1, Color.black,"Lower");
        bInit = true;
    }
    if(ReturnStatement == "C") {
        var sK=xStochK.getValue(0);
        var sD=xStochD.getValue(0);
    }
    
    if(ReturnStatement = "A") return new Array (getSeries(xStochK),getSeries(xStochD));//inefficient
    if(ReturnStatement = "B") return new Array (xStochK.getValue(0),xStochD.getValue(0));//inefficient
    if(ReturnStatement = "C") return new Array (sK,sD);//works
    if(ReturnStatement = "D") return new Array (xStochK,xStochD);//works
} 

Hi Wayne,

It looks like you just measured historical data load performance. To get a better measure of performance, run tick playback data for 2 or three days (accelerated of course). Additionally, remove all the if statements and just comment the ones you do not use. They will mask differences.

[waynecd]

hi Steve,

Ah, I see said the blind man, that was a useless test.

I think I got it right this time. Attached is a zip file with code for each option and a jpg of the EFS Performance Monitor.

Data is for a 3 day Tick Replay with 55T data and chart.

As you commented in your previous post, Option D (see code below) is the most efficient:

/*Best overall score
Option    Total Calls   Total Time    Avg Time
A       841184            23234        0.02762
B       841184            5036        0.005987
C        841184            5389        0.006406
D        841184            3623        0.004307
E        841185            7102        0.008443
*/
function preMain() {

setPriceStudy(false);
setStudyTitle("Stochs Efficiency TestD");

}
var bInit = false;
var xStochK = null;
var xStochD = null;

function main(Symbol,Interval,ReturnStatement) {

    if(bInit == false){
        if(Symbol == null) Symbol = getSymbol();
        if(Interval == null) Interval = getInterval();
        var vSymbol = Symbol+","+Interval;
        xStochK = stochK(14,1,3,sym(vSymbol));
        xStochD = stochD(14,1,3,sym(vSymbol));
        xStochK=getSeries(xStochK);
        xStochD=getSeries(xStochD); 
        addBand( 80, PS_SOLID, 1, Color.black,"Upper");
        addBand( 20, PS_SOLID, 1, Color.black,"Lower");
        bInit = true;
    }
    
    return new Array (xStochK,xStochD);
} 

[waynecd]

Hi Steve,

Just wondered if you still have comments on the items below?
Either way, thanks for your help.

Wayne

(1)correction regarding my earlier comment on the getSeries() function and
(2) discusssion of previous issues with the performance monitor and efs2.
(3) a followup from you on item 2 which requires some additional testing on your part...