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IdeaPlease I need help with forex-tsd indicator

#1
Hi

I recently found this great indicator, but I got a delay issue:
First I need to say that you NEED to set SSANumberOfBars and SSABarsToCalculate to the same number, not halved, otherwise you'll get som extra false arrows at the beginning of the period.

Secondly I don't understand why i got exponential computing delays when I raise the number of bars computed (I use the indi in another code to compute the profits and drawdown).

I use the modified version that is attached : i just added buffers for arrows, that way it is easier to get the trade times.

But the weird thing is that when I double the number of bars to process, the process time is far more than two times : it stays blocked for a looong time
the code is simple, it just retrieve arrow data and compute profit and drawdown. So I don't add a layer of computation that could explain the extra time.

I don't understand very well how it could be. If anybody has an idea, it would be welcome

thanks so much

Jeff


Re: Please I need help with forex-tsd indicator

#3
ionone wrote:
Wed Apr 08, 2020 10:48 pm
Hi

I recently found this great indicator, but I got a delay issue:
First I need to say that you NEED to set SSANumberOfBars and SSABarsToCalculate to the same number, not halved, otherwise you'll get som extra false arrows at the beginning of the period.

Secondly I don't understand why i got exponential computing delays when I raise the number of bars computed (I use the indi in another code to compute the profits and drawdown).

I use the modified version that is attached : i just added buffers for arrows, that way it is easier to get the trade times.

But the weird thing is that when I double the number of bars to process, the process time is far more than two times : it stays blocked for a looong time
the code is simple, it just retrieve arrow data and compute profit and drawdown. So I don't add a layer of computation that could explain the extra time.

I don't understand very well how it could be. If anybody has an idea, it would be welcome

thanks so much

Jeff

Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.mq4Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.ex4
If you are wanting to make it lighter maybe what might help is when using the trends buffer for the arrows and alerts, it can now be included in the loop because the way it was, was a workaround for when the old mt4 had only 8 buffers to work with, now we have think it is 184 buffers or something like that. As far as the indicator itself the end pointing, a full length SSA has to be calculated for each end point, which make it CPU intensive. Nothing can be done to make it faster or less CPU intensive (except simply do not calculate too much points for end point values )

Re: Please I need help with forex-tsd indicator

#4
ionone wrote:
Wed Apr 08, 2020 10:48 pm
Hi

I recently found this great indicator, but I got a delay issue:
First I need to say that you NEED to set SSANumberOfBars and SSABarsToCalculate to the same number, not halved, otherwise you'll get som extra false arrows at the beginning of the period.

Secondly I don't understand why i got exponential computing delays when I raise the number of bars computed (I use the indi in another code to compute the profits and drawdown).

I use the modified version that is attached : i just added buffers for arrows, that way it is easier to get the trade times.

But the weird thing is that when I double the number of bars to process, the process time is far more than two times : it stays blocked for a looong time
the code is simple, it just retrieve arrow data and compute profit and drawdown. So I don't add a layer of computation that could explain the extra time.

I don't understand very well how it could be. If anybody has an idea, it would be welcome

thanks so much

Jeff

Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.mq4Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.ex4
Hi all,

Sorry to be a pain, but what dll file do i need to run this this indicator?

Thanks
Kiwi

Re: Please I need help with forex-tsd indicator

#5
Kiwi wrote:
Fri Apr 10, 2020 9:43 am
ionone wrote:
Wed Apr 08, 2020 10:48 pm
Hi

I recently found this great indicator, but I got a delay issue:
First I need to say that you NEED to set SSANumberOfBars and SSABarsToCalculate to the same number, not halved, otherwise you'll get som extra false arrows at the beginning of the period.

Secondly I don't understand why i got exponential computing delays when I raise the number of bars computed (I use the indi in another code to compute the profits and drawdown).

I use the modified version that is attached : i just added buffers for arrows, that way it is easier to get the trade times.

But the weird thing is that when I double the number of bars to process, the process time is far more than two times : it stays blocked for a looong time
the code is simple, it just retrieve arrow data and compute profit and drawdown. So I don't add a layer of computation that could explain the extra time.

I don't understand very well how it could be. If anybody has an idea, it would be welcome

thanks so much

Jeff

Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.mq4Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.ex4
Hi all,

Sorry to be a pain, but what dll file do i need to run this this indicator?

Thanks
Kiwi
LibSSA.DLL
you can find it around here


Re: Please I need help with forex-tsd indicator

#6
mrtools wrote:
Fri Apr 10, 2020 3:20 am
ionone wrote:
Wed Apr 08, 2020 10:48 pm
Hi

I recently found this great indicator, but I got a delay issue:
First I need to say that you NEED to set SSANumberOfBars and SSABarsToCalculate to the same number, not halved, otherwise you'll get som extra false arrows at the beginning of the period.

Secondly I don't understand why i got exponential computing delays when I raise the number of bars computed (I use the indi in another code to compute the profits and drawdown).

I use the modified version that is attached : i just added buffers for arrows, that way it is easier to get the trade times.

But the weird thing is that when I double the number of bars to process, the process time is far more than two times : it stays blocked for a looong time
the code is simple, it just retrieve arrow data and compute profit and drawdown. So I don't add a layer of computation that could explain the extra time.

I don't understand very well how it could be. If anybody has an idea, it would be welcome

thanks so much

Jeff

Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.mq4Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.ex4
If you are wanting to make it lighter maybe what might help is when using the trends buffer for the arrows and alerts, it can now be included in the loop because the way it was, was a workaround for when the old mt4 had only 8 buffers to work with, now we have think it is 184 buffers or something like that. As far as the indicator itself the end pointing, a full length SSA has to be calculated for each end point, which make it CPU intensive. Nothing can be done to make it faster or less CPU intensive (except simply do not calculate too much points for end point values )
i'll try to include the arrows and alerts in the loop first, but I don't think that's it. why would it be more than 4 times the duration ? we process the same number of bars

I understand that SSA is CPU intensive, but the CPU time is more than double when I double the number of bars.
and to double the number of bars, I have to double these parameters:
SSANumberOfBars and
SSABarsToCalculate
maybe that's the issue ? but i see to way around it. if I don't set those params to the same number I don't get the right number of bars processed
Is it the way endpointing works ? i'm not familiar with it.

here is my log for 1000 and 2000 bars

Code: Select all

2020.04.10 09:27:03.767 Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 2000 bars : duration processing = 14
2020.04.10 09:27:03.767	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 2000 bars : Trades = 9
2020.04.10 09:27:03.767	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 2000 bars : dd = 0.0269235280723665
2020.04.10 09:27:03.767	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 2000 bars : Profit = 0.0814116303521244
2020.04.10 09:26:49.087	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: initialized
2020.04.10 09:26:49.054	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: uninit reason 5
2020.04.10 09:26:36.384	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 1000 bars : duration processing = 3
2020.04.10 09:26:36.384	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 1000 bars : Trades = 2
2020.04.10 09:26:36.384	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 1000 bars : dd = 0.02692352807236652
2020.04.10 09:26:36.384	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: 1000 bars : Profit = 0.06646002593547497
2020.04.10 09:26:32.935	Traders Dynamic_Cb_ssa ep 01 EURCAD,H1: initialized
we go from 3 seconds at 1000 bars to 14 seconds at 2000 bars
this is not normal


thanks MrTools

Jeff

Re: Please I need help with forex-tsd indicator

#7
mrtools wrote:
Fri Apr 10, 2020 3:20 am
ionone wrote:
Wed Apr 08, 2020 10:48 pm
Hi

I recently found this great indicator, but I got a delay issue:
First I need to say that you NEED to set SSANumberOfBars and SSABarsToCalculate to the same number, not halved, otherwise you'll get som extra false arrows at the beginning of the period.

Secondly I don't understand why i got exponential computing delays when I raise the number of bars computed (I use the indi in another code to compute the profits and drawdown).

I use the modified version that is attached : i just added buffers for arrows, that way it is easier to get the trade times.

But the weird thing is that when I double the number of bars to process, the process time is far more than two times : it stays blocked for a looong time
the code is simple, it just retrieve arrow data and compute profit and drawdown. So I don't add a layer of computation that could explain the extra time.

I don't understand very well how it could be. If anybody has an idea, it would be welcome

thanks so much

Jeff

Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.mq4Traders Dynamic_Cb_ssa ep norm Index_alerts+arrows new+.ex4
If you are wanting to make it lighter maybe what might help is when using the trends buffer for the arrows and alerts, it can now be included in the loop because the way it was, was a workaround for when the old mt4 had only 8 buffers to work with, now we have think it is 184 buffers or something like that. As far as the indicator itself the end pointing, a full length SSA has to be calculated for each end point, which make it CPU intensive. Nothing can be done to make it faster or less CPU intensive (except simply do not calculate too much points for end point values )
ok I think I found out the error in the code.
the code was scaring me at first but I spent time with it.
As soon as i've tested thouroughly the new code i'll post it here

Jeff

Re: Please I need help with forex-tsd indicator

#8
ionone wrote:
Sat Apr 11, 2020 4:41 pm
mrtools wrote:
Fri Apr 10, 2020 3:20 am


If you are wanting to make it lighter maybe what might help is when using the trends buffer for the arrows and alerts, it can now be included in the loop because the way it was, was a workaround for when the old mt4 had only 8 buffers to work with, now we have think it is 184 buffers or something like that. As far as the indicator itself the end pointing, a full length SSA has to be calculated for each end point, which make it CPU intensive. Nothing can be done to make it faster or less CPU intensive (except simply do not calculate too much points for end point values )
ok I think I found out the error in the code.
the code was scaring me at first but I spent time with it.
As soon as i've tested thouroughly the new code i'll post it here

Jeff
here it is

I added bands cross signals as well, which was lacking
now you can set SSABarsToCalculate to a smaller number than SSANumberOfBars
enjoy


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