Librerías: Biblioteca de alta productividad iTimeSeries - página 2

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nicholishen:


Tienes razón. La prueba fue diseñada para reflejar el punto de referencia Alain. Aquí hay un ejemplo con un cambio de tiempo para simular con mayor precisión el uso en el mundo real para este algoritmo.

https://i.imgtc.com/rhYzQFj.png

iBarShift benchmark 3 based on 6417330 runs.
=======================================================
iBarShift(Alain Verleyen) for 2005.03.14 12:29:59 is 4295861 in 22086.599 milliseconds.
-------------------------------------------------------------
iBarShift3 for 2005.03.14 12:29:59 is 4295861 in 10717.378 milliseconds.
-------------------------------------------------------------
iBarShift(direct function call) for 2005.03.14 12:29:59 is 4295861 in 20133.535 milliseconds.
-------------------------------------------------------------
iBar.Shift(performance mode) for 2005.03.14 12:29:59 is 4295861 in 19648.571 milliseconds.
-------------------------------------------------------------
 
¿Qué es iBarShift3?
 
Stanislav Korotky:
¿Qué es iBarShift3?
En el código fuente de este hilo.
 
fxsaber:
Estás probando esto en modo depuración, ¿verdad? Compila y prueba aplicando el script al gráfico.
 
nicholishen:
Estás probando esto en modo depuración, ¿verdad? Compila y prueba aplicando el script al gráfico.
Versión 1606
iBarShift benchmark 3 based on 100000 runs.
=======================================================
iBarShift(Alain Verleyen) for 2017.03.30 12:36:53 is 71117 in 349.886 milliseconds.
-------------------------------------------------------------
iBarShift3 for 2017.03.30 12:36:53 is 71117 in 168.600 milliseconds.
-------------------------------------------------------------
iBarShift(direct function call) for 2017.03.30 12:36:53 is 71117 in 315.877 milliseconds.
-------------------------------------------------------------
iBar.Shift(performance mode) for 2017.03.30 12:36:53 is 71117 in 284.332 milliseconds.
 

Error

#define  DEFINE_TIMESERIE(NAME,FUNC,T)                                                                         \
  class CLASS##NAME                                                                                           \
  {                                                                                                           \
  public:                                                                                                     \
    static T Get(const string Symb,const int TimeFrame,const int iShift)                                      \
    {                                                                                                         \
      T tValue[];                                                                                             \
                                                                                                              \
      return((Copy##FUNC((Symb == NULL) ? _Symbol : Symb, _Period, iShift, 1, tValue) > 0) ? tValue[0] : -1); \
    }                                                                                                         \
                                                                                                              \
    T operator[](const int iPos) const                                                                        \
    {                                                                                                         \
      return(CLASS##NAME::Get(_Symbol, _Period, iPos));                                                       \
    }                                                                                                         \
  };                                                                                                          \
                                                                                                              \
  CLASS##NAME  NAME;                                                                                           \
                                                                                                              \
  T i##NAME(const string Symb,const int TimeFrame,const int iShift)                                           \
  {                                                                                                           \
    return(CLASS##NAME::Get(Symb,  TimeFrame, iShift));                                                        \
  }

DEFINE_TIMESERIE(Volume,TickVolume,long)
DEFINE_TIMESERIE(Time,Time,datetime)
DEFINE_TIMESERIE(Open,Open,double)
DEFINE_TIMESERIE(High,High,double)
DEFINE_TIMESERIE(Low,Low,double)
DEFINE_TIMESERIE(Close,Close,double)

#include <iTimeSeries_nicholishen_v2.mqh>

#define  TOSTRING(A) (#A + " = " + (string)(A) + "\n")

void OnStart()
{
  CiTimeSeries iBar;
  
  if (iBar.Init())
  {
    const double PrevClose = iBar.Close(0);
    
    Print(TOSTRING(iBar.Close(0)) + TOSTRING(Close[0]));        
    
    while (!IsStopped() && (SymbolInfoDouble(_Symbol, SYMBOL_BID) == PrevClose))
      Sleep(100);
      
// iBar.Refresh();
    Print(TOSTRING(iBar.Close(0)) + TOSTRING(Close[0]));        
  }
}


Resultado

iBar.Close(0) = 1.17587
Close[0] = 1.17587

iBar.Close(0) = 1.17587
Close[0] = 1.17589
 
El script no compila
 
Una cosa que la gente que utiliza esta biblioteca debe tener cuidado:

m_periodSecAdjpuede no ser inited bien, y causar cero dividir error
 Por favor, manejar bien antes de aplicar esta biblioteca
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