thinkscript fold optimization

diazlaz

Well-known member
2019 Donor
VIP
Hi everyone,

Hope all is well! I wanted to ask the community to see if we can get some other possible ideas to optimize this piece of code by removing the fold statement:

Code:
def bn = barnumber();
def v = volume;
def isRTH = GetTime() >= RegularTradingStart(GetYYYYMMDD()) and GetTime() < RegularTradingEnd(GetYYYYMMDD());
def cnt = if bn==1 then 1 else if isRTH then cnt[1] + 1 else 0;
def cntx = HighestAll(cnt);

# solve without fold
def Sum = fold index = 1 to TimeBasedNumDays + 1 with a = 0 do a + GetValue(v, index * cntx);

Any suggestions or workarounds are welcome :)
 
@diazlaz What, exactly, are you trying to accomplish with this or other code...??? Right now we don't know what you want so we don't know whether or not there may be a better way to go about coding a solution... Just total running volume from 9:30am through 4:00pm...??? If so, you should be able to use a state variable and increment it throughout the day...
 

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