Code # 1:
z.Set(EMA(x, 20)[0]-EMA(x, 40)[0]); // x is defined as a new DataSeries in Initialize()
Code # 2:
z1.Set(EMA(x, 20)[0]); // z1 is defined as a new DataSeries in Initialize()
z2.Set(EMA(x, 40)[0]); // z2 is defined as a new DataSeries in Initialize()
z.Set(z1[0]-z2[0]); // z is defined as a new DataSeries in Initialize()
Which one of the two could be faster in live-trading (say based on 1 minute data)?
The first Code Snippet doesn't store any intermediate values, while the second Code Snippet stores two intermediate values.
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