Storing crossover values for multi-crossover condition check Pine script - trading

I'm developing a strategy that triggers signal after recording 4 crossovers of different lines.
The final variable I will use to trigger signals will be:
longSignal = ChikouAboveAll and priceAboveCloud and greenCloudSignal and tenkan_X_KijunLong
shortSignal = ChikouBelowAll and priceBelowCloud and redCloudSignal and tenkan_X_KijunShort
The problem is that those variables within carry the vale "true" when crossover function is true for each. Since the crosover boolean value is calculated separately for each bar the "longSignal" and "shortSignal" are true only when all crossover will happen on the same bar, which is quite rare.
How can I store the value for future bars for each crossover until it is being changed?
Thanks for all suggestions!

You could try doing a work around I use sometimes by redefining the cross to greater than. E.g. ChikouAboveAll = Chikou > All
Notice that instead of using a ta.crossover you use >
Also, have you found another way around this already? Actually came here because this work around does not work for me anymore.

Related

Is there any performance or memory issue when creating local variables to store data

Say I've this statement:
final output = MyEnum.values[myPreferences.getIndex('some_key') ?? getDefaultIndex('some_key')];
I can store the value of those two expressions in a local variable like:
final savedIndex = myPreferences.getIndex('some_key');
final defaultIndex = getDefaultIndex('some_key');
final output = MyEnum.values[savedIndex ?? defaultIndex];
Will this cause performance / memory issues if I do the same refactoring (create two additional local variables to make the code look more readable) on 1000s of my output type variables?
PS: Please don't advise on how I can get the default value in a better way from SharedPreferences and how I could reduce the above statement. I am just using the example to give an illustration.
Most likely not. I wouldn't worry about it.
Dart can be hard to optimize in some cases, but local variables is one thing compilers are very good at dealing with.
Unless your code allocates a gargantuan object, puts it into a local variable, uses it once and never needs it again, and then goes on to do a very long computation, I wouldn't worry about a local variable keeping the value alive. Even in that situation, the compiler will almost certainly still not keep the value alive after it's no longer needed (and if it does, it would probably do it even if you don't use a variable for your intermediate value), and I'd only start investigating if I'm actually seeing issues.
Don't worry, trust the compiler.

Keeping min/max value in a BigTable cell

I have a problem where it would be very helpful if I was able to send a ReadModifyWrite request to BigTable where it only overwrites the value if the new value is bigger/smaller than the existing value. Is this somehow possible?
Note: I thought of a hacky way where I use the timestamp as my actual value, and have the max number of versions 1, so that would keep the "latest" value which is the higher timestamp. But those timestamps would have values from 1 to 10 instead of 1.5bn. Would this work?
I looked into the existing APIs but haven't found anything that would help me do this. It seems like it is available in DynamoDB, so I guess it's reasonable to ask for BigTable to have it as well https://docs.aws.amazon.com/amazondynamodb/latest/APIReference/API_UpdateItem.html#API_UpdateItem_RequestSyntax
Your timestamp approach could probably be made to work, but would interact poorly with stuff like age-based garbage collection.
I also assume you mean CheckAndMutate as opposed to ReadModifyWrite? The former lets you do conditional overwrites, the latter lets you do unconditional increments/appends. If you actually want an increment that only works if the result will be larger, just make sure you only send positive increments ;)
My suggestion, assuming your client language supports it, would be to use a CheckAndMutateRow request with a value_range_filter. This will require you to use a fixed-width encoding for your values, but that's no different than re-using the timestamp.
Example: if you want to set the value to 000768, but only if that would be an increase, use a value_range_filter from 000000 to 000767, inclusive, and do your write in the true_mutation of the CheckAndMutate.

Apache Beam - Delta between windows

Apologies, in trying to be concise and clear my previous description of my question turned into a special case of the general case I'm trying to solve.
New Description
I'm trying to Compare the last emitted value of an Aggregation Function (Let's say Sum()) with a each element that I aggregate over in the current window.
Worth noting, that the ideal (I think) solution would include
The T2(from t-1) element used at time = t is the one that was created during the previous window.
I've been playing with several ideas/experiments but I'm struggling to find a way to accomplish this in a way is elegant and "empathetic" to Beam's compute model (which I'm still trying to fully Grock after many an article/blog/doc and book :)
Side inputs seem unwieldy because It looks like I have to shift the emitted 5M#T-1 Aggregation's timestamp into the 5M#T's window in order to align it with the current 5M window
In attempting this with side inputs (as I understand them), I ended up with some nasty code that was quite "circularly referential", but not in an elegant recursive way :)
Any help in the right direction would be much appreciated.
Edit:
Modified diagram and improved description to more clearly show:
the intent of using emitted T2(from t-1) to calculate T2 at t
that the desired T2(from t-1) used to calculate T2 is the one with the correct key
Instead of modifying the timestamp of records that are materialized so that they appear in the current window, you should supply a window mapping fn which just maps the current window on to the past one.
You'll want to create a custom WindowFn which implements the window mapping behavior that you want paying special attention to overriding the getDefaultWindowMappingFn function.
Your pipeline would be like:
PCollection<T> mySource = /* data */
PCollectionView<SumT> view = mySource
.apply(Window.into(myCustomWindowFnWithNewWindowMappingFn))
.apply(Combine.globally(myCombiner).asSingletonView());
mySource.apply(ParDo.of(/* DoFn that consumes side input */).withSideInputs(view));
Pay special attention to the default value the combiner will produce since this will be the default value when the view has had no data emitted to it.
Also, the easiest way to write your own custom window function is to copy an existing one.

Roku: How to detect a slow device from a fast one

I have a channel that I want stop animations from happening if running on a slower device like Roku Express and keep them on a faster device like Roku Premiere. Except I'm not sure what's the best way to go about it.
I wanted to filter by the amount of available ram, but I couldn't find an api that gives me available ram for the system that I could run in my code.
I could filter by model name, but I would then need to keep an update list of model names, which I prefer not to do.
Any help/insight appreciated.
Re graphic capabilities, try roDeviceInfo.getGraphicsPlatform() - if it returns opengl, that high performing engine that can do arbitrary rotations vs directfb being limited.
Re CPU, you can run a mini benchmark on start of your program, something like
ti = createObject("roTimeSpan"): s=""
for i = 1 to 1000: s = s + right((i^3).toStr(),2): end for
time = ti.totalMilliSeconds()
Have you considered using Animation.optional=true?
It won't stop them from happening on Roku Express (since it is a Littlefield) but it will "skip animations on lower performing Roku devices (Paolo, Giga, Jackson, Tyler, and Sugarland)".
Animation also contains an undocumented field called "willBeSkipped" which will be true on slower devices when "optional" is set to true.
I had the similar problem with the animations. Unfortunately, You must filter by model name. I didn't find another way.
You can store the list of devices in database so it would be easier for You to maintain.
You can set the optional field on the animation node to true. This is supposed to take care of that. I have set this field to true before and it does not seem to have an effect. I'm sure they'll get around to fixing it eventually.
The efficiency of the animations also depends on how many animation nodes you have. You should only need 1 animation node to handle all of your animations for a particular component. Add an interpolator for each individual type of animation you want to occur (i.e. scaling, rotating, color-shifting, translating).

(Secure) Random string?

In Lua, one would usually generate random values, and/or strings by using math.random & math.randomseed, where os.time is used for math.randomseed.
This method however has one major weakness; The returned number is always just as random as the current time, AND the interval for each random number is one second, which is way too long if one needs many random values in a very short time.
This issue is even pointed out by the Lua Users wiki: http://lua-users.org/wiki/MathLibraryTutorial, and the corresponding RandomStringS receipe: http://lua-users.org/wiki/RandomStrings.
So I've sat down and wrote a different algorithm (if it even can be called that), that generates random numbers by (mis-)using the memory addresses of tables:
math.randomseed(os.time())
function realrandom(maxlen)
local tbl = {}
local num = tonumber(string.sub(tostring(tbl), 8))
if maxlen ~= nil then
num = num % maxlen
end
return num
end
function string.random(length,pattern)
local length = length or 11
local pattern = pattern or '%a%d'
local rand = ""
local allchars = ""
for loop=0, 255 do
allchars = allchars .. string.char(loop)
end
local str=string.gsub(allchars, '[^'..pattern..']','')
while string.len(rand) ~= length do
local randidx = realrandom(string.len(str))
local randbyte = string.byte(str, randidx)
rand = rand .. string.char(randbyte)
end
return rand
end
At first, everything seems perfectly random, and I'm sure they are... at least for the current program.
So my question is, how random are these numbers returned by realrandom really?
Or is there an even better way to generate random numbers in a shorter interval than one second (which kind of implies that os.time shouldn't be used, as explaind above), without relying on external libraries, AND, if possible, in an entirely crossplatform manner?
EDIT:
There seems to be a major misunderstanding regarding the way the RNG is seeded; In production code, the call to math.randomseed() happens just once, this was just a badly chosen example here.
What I mean by the random value is only random once per second, is easily demonstrated by this paste: http://codepad.org/4cDsTpcD
As this question will get downvoted regardless my edits, I also cancelled my previously accepted answer - In hope for a better one, even if just better opinions. I understand that issues regarding random values/numbers has been discussed many times before, but I have not found such a question that could be relevant to Lua - Please keep that in mind!
You should not call seed each time you call random, you ought to call it only once, on the program initialization (unless you get the seed from somewhere, for example, to replicate some previous "random" behaviour).
Standard Lua random generator is of poor quality in the statistical sense (as it is, in fact, standard C random generator), do not use it if you care for that. Use, for example, lrandom module (available in LuaRocks).
If you need more secure random, read from /dev/random on Linux. (I think that Windows should have something along the same lines — but you may need to code something in C to use it.)
Relying on table pointer values is a bad idea. Think about alternate Lua implementations, in Java, for example — there is no telling what they would return. (Also, the pointer values may be predictable, and they may be, under certain circumstances the same each time the program is invoked.)
If you want finer precision for the seed (and you will want this only if you're launching the program more often than once per second), you should use a timer with better resolution. For example, socket.gettime() from LuaSocket. Multiply it by some value, since math.randomseed is working with integer part only, and socket.gettime() returns time in (floating point) seconds.
require 'socket'
math.randomseed(socket.gettime() * 1e6)
for i = 1, 1e3 do
print(math.random())
end
This method however has one major
weakness; The returned number is
always just as random as the current
time, AND the interval for each random
number is one second, which is way too
long if one needs many random values
in a very short time.
It has those weaknesses only if you implement it incorrectly.
math.randomseed is supposed to be called sparingly - usually just once at the beginning of your program, and it usually seeds using os.time. Once the seed is set, you can use math.random many times, and it will yield random values.
See what happens on this sample:
> math.randomseed(1)
> return math.random(), math.random(), math.random()
0.84018771715471 0.39438292681909 0.78309922375861
> math.randomseed(2)
> return math.random(), math.random(), math.random()
0.70097636929759 0.80967634907443 0.088795455214007
> math.randomseed(1)
> return math.random(), math.random(), math.random()
0.84018771715471 0.39438292681909 0.78309922375861
When I change the seed from 1 to 2, I get different random results. But when I go back to 1, the "random sequence" is reset. I obtain the same values as before.
os.time() returns an ever-increasing number. Using it as a seed is appropriate; then you can invoke math.random forever and have different random numbers every time you invoke it.
The only scenario you have to be a bit worried about non-randomness is when your program is supposed to be executed more than once per second. In that case, as the others are saying, the simplest solution is using a clock with higher definition.
In other words:
Invoke math.randomseed with an appropiate seed (os.time() is ok 99% of the cases) at the beginning of your program
Invoke math.random every time you need a random number.
Regards!
Some thoughts on the first part of your question:
So my question is, how random are these numbers returned by realrandom really?
Your function is attempting to discover the address of a table by using a quirk of its default implementation of tostring(). I don't believe that the string returned by tostring{} has a specified format, or that the value included in that string has any documented meaning. In practice, it is derived from the address of something related to the specific table, and so distinct tables convert to distinct strings. However, the next version of Lua is free to change that to anything that is convenient. Worse, the format it takes will be highly platform dependent because it appears to use the %p format specifier to sprintf() which is only specified as being a sensible representation of a pointer.
There's also a much bigger issue. While the address of the nth table created in a process might seem random on your platform, tt might not be random at all. Or it might vary in only a few bits. For example, on my win7 box only a few bits vary, and not very randomly:
C:...>for /L %i in (1,1,20) do # lua -e "print{}"
table: 0042E5D8
table: 0061E5D8
table: 0024E5D8
table: 0049E5D8
table: 0042E5D8
table: 0042E5D8
table: 0042E5D8
table: 0064E5D8
table: 0042E5D8
table: 002FE5D8
table: 0042E5D8
table: 0049E5D8
table: 0042E5D8
table: 0042E5D8
table: 0042E5D8
table: 0024E5D8
table: 0042E5D8
table: 0042E5D8
table: 0061E5D8
table: 0042E5D8
Other platforms will vary, of course. I'd even expect there to be platforms where the address of the first allocated table is completely deterministic, and hence identical on every run of the program.
In short, the address of an arbitrary object in your process image is not a very good source of randomness.
Edit: For completeness, I'd like to add a couple of other thoughts that came to mind over night.
The stock tostring() function is supplied by the base library and implemented by the function luaB_tostring(). The relevant bit is this fragment:
switch (lua_type(L, 1)) {
...
default:
lua_pushfstring(L, "%s: %p", luaL_typename(L, 1), lua_topointer(L, 1));
break;
If you really are calling this function, then the end of the string will be an address, represented by standard C sprintf() format %p, strongly related to the specific table. One observation is that I've seen several distinct implementations for %p. Windows MSVCR80.DLL (the version of the C library used by the current release of Lua for Windows) makes it equivalent to %08X. My Ubuntu Karmic Koala box appears to make it equivalent to %#x which notably drops leading zeros. If you are going to parse out that part of the string, then you should do it in a way that is more flexible in the face of variation of the meaning of %p.
Note, also, that doing anything like this in library code may expose you to a couple of surprises.
First, if the table passed to tostring() has a metatable that provides the function __tostring(), then that function will be called, and the fragment quoted above will never be executed at all. In your case, that issue cannot arise because tables have individual metatables, and you didn't accidentally apply a metatable to your local table.
Second, by the time your module loads, some other module or user-supplied code might have replaced the stock tostring() with something else. If the replacement is benign, (such as a memoization wrapper) then it likely doesn't matter to the code as written. However, this would be a source of attack, and is entirely outside the control of your module. That doesn't strike me as a good idea if the goal is some kind of improved security for your random seed material.
Third, you might not be loaded in a stock Lua interpreter at all, and the larger application (Lightroom, WoW, Wireshark, ...) may choose to replace the base library functions with their own implementations. This is a much less likely issue for tostring(), but note that the base library's print() is a frequent target for replacement or removal in alternate implementations and there are modules (Lua Lanes, for one) that break if print is not the implementation in the base library.
A few important things come to mind:
In most other languages you typically only call the random 'seed' function once at the beginning of the program or perhaps at limited times throughout its execution. You generally do not want to call it each time you generate a random number/sequence. If you call it once when the program starts you get around the "once per second" limitation. By calling it each time you may actually end up with less randomness in your results.
Your realrandom() function seems to rely on a private implementation detail of Lua. What happens in the next major release if this detail changes to always return the same number, or only even numbers, etc.... Just because it works for now is not a strong enough guarantee, especially in the case of wanting a secure RNG.
When you say "everything seems perfectly random" how are you measuring this performance? We humans are terrible at determining if a sequence is random or not and just looking at a sequence of numbers would be virtually impossible to truly tell if they were random or not. There are many ways to quantify the "randomness" of a series including frequency distribution, autocorrelation, compression, and many more far beyond my understanding.
If you are writing a true "secure PRNG" for production do not write your own! Investigate and use a library or algorithm by experts who has spent years/decades studying, designing and trying to break it. True secure random number generation is hard.
If you need more info start on the PRNG article on Wikipedia and use the references/links there as needed.

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