Best way to precompute a custom formula and store it

Best way to precompute a custom formula and store it

Stefan Kroscen
2010-08-22 08:59:54

I've been trying to think of a way to work around the memory issue that I've submitted that I've encountered when heavily using the
chande_trendscore_by_symbol. I was thinking the answer could be to precompute the values for each stock quote and store it.

What would be the best way to do that? Is there a way from the script editor to access custom functions? Ideally I'm thinking the best way to do this
would be to create a c# function that computes the value and have both a script that can sweep the database and update the precomputed values,
and enhance the downloader to compute these as the data comes in.

If I can't do that, is the only option I have to rewrite the chande_trendscore_by_symbol function to not use the cFunctions and be a standard function
that can be invoked everywhere?

Appreciate any guidance you may have.

QuantShare
2010-08-22 10:24:19

Best Answer

Hi Stefan,

We have solved the memory problem. We will send you an email explaining the changes we have made.

You can access a custom function in the global script using the ParserTool class.
Example: ParserTool.CreateParser("a = customfunction()");

Stefan Kroscen
2010-08-22 16:10:38

Awesome!

Thanks for your quick response.

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