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Date/Time: Fri, 31 Jan 2025 03:12:55 +0000
Post From: Faster Relative Volume study
[2017-02-13 22:43:25] |
DabbaDo - Posts: 148 |
For what it's worth, attached is a version of Relative Volume that is faster than the one supplied with Sierra Chart. I made minimal modifications to the scsf_RelativeVolume function in Studies8.cpp (version 1518). Using 1 minute bars, 1000 Days to Load, and the default settings except Period - Days To Include = 60, the original indicator takes roughly 5 seconds on my machine. The revised indicator takes considerably less than 1 second. (I didn't try to make precise measurements.) The technique is simply to use a tiny bit of memory to remember PriorIndex values rather than use sc.GetContainingIndexForSCDateTime(). As far as I can tell, the new study results are identical to those for the original study. |
NewRelativeVolume.cpp - Attached On 2017-02-13 22:35:46 UTC - Size: 8.82 KB - 581 views |