Glitch, Eugene, Cone...
I ran across the slowness of PCRiFast when using the Strategy Evolver at the one and five minute scales. This happened twice.
So, I opened a chart and added PCRiFast to it, and it was pretty fast with the daily scale. However, with stepping downwards to smaller scales, it was slower and slower. This was like HACOLT, which is flagged as having a lengthy calculation time. (I think Eugene marked HACOLT as lengthy calc time a little while ago.) So, maybe PCRiFast should be marked as lengthy calculation time, too. Or, maybe it is expected to be slow at intraday scales, and really shouldn't be used with them. (Btw... I did have CBOE marked as a data provider.) Also, PCRiSlow has the same issue.
To get around this problem, I added PCRiFast and PCRiSlow to the Indicator Exclusions in the Strategy Evolver preferences.
With them added to the evolver exclusions, the slowness doesn't really impact me, but I thought you should know about the slowness in case you want to mark PCRiFast and PCRiSlow for length calculation time.
I ran across the slowness of PCRiFast when using the Strategy Evolver at the one and five minute scales. This happened twice.
So, I opened a chart and added PCRiFast to it, and it was pretty fast with the daily scale. However, with stepping downwards to smaller scales, it was slower and slower. This was like HACOLT, which is flagged as having a lengthy calculation time. (I think Eugene marked HACOLT as lengthy calc time a little while ago.) So, maybe PCRiFast should be marked as lengthy calculation time, too. Or, maybe it is expected to be slow at intraday scales, and really shouldn't be used with them. (Btw... I did have CBOE marked as a data provider.) Also, PCRiSlow has the same issue.
To get around this problem, I added PCRiFast and PCRiSlow to the Indicator Exclusions in the Strategy Evolver preferences.
With them added to the evolver exclusions, the slowness doesn't really impact me, but I thought you should know about the slowness in case you want to mark PCRiFast and PCRiSlow for length calculation time.
Rename
IMHO, even having CBOE marked as data provider will not help PCRi* return meaningful values. It's not linked to any Put/Call symbol by default. The way it's working now it can only be used in C# strategy which passes a P/C ratio BarHistory to it directly or with an added symbol name Condition Block (for Blocks based strategies). Looks like a word for word conversion from WL6 whereas there may be room for improvement i.e. make it work like the Fundamental* indicators do in WL8.
For now, I've fixed the slowness for B35 and also flagged it as having a lengthy calculation time just to be on the safe side.
For now, I've fixed the slowness for B35 and also flagged it as having a lengthy calculation time just to be on the safe side.
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