More efficient code for Future HHV with variable period

AFL Programming
1

I need help rewriting this to make it faster, not sure if possible.
This is for an intraday formula. Essentially, I need to have the future HHV up to the end of the intraday session. The first bar of the after hours session is flagged to calculate the periods remaining:

after_hours_first_bar_number = ValueWhen(is_after_hours_first_bar, bar_number, 0);
bars_to_end_regular_session = after_hours_first_bar_number - bar_number;

I have written the quick hack version found in the forum and it works:

function futureHHV( array, periods )
{
   return Ref( HHV( array, periods ), periods );
}


function futureHHV_variable_period(array, periodI have  )
{
	minperiod = LastValue( Lowest( period ) );
	maxperiod = LastValue( Highest( period ) );
	
	result = Null;
	
	for( p = minperiod; p <= maxperiod; p++ )
	{	
		ind = futureHHV(array, p );
		
		result = IIf( period == p, ind, result );
	}
	
	return result;
}

upcoming_highest_high = futureHHV_variable_period(H, bars_to_end_regular_session);

But the code is too slow. Having a headache trying to rewrite as a fully vectorized version. Not even sure if possible.

Any ideas on how to eliminate the loop, please? Thanks

2

Did you search the forum before posting?

It looks like the solution to your problem was already there: