Added note on writing loops using indices instead of elements

common_gotchas.ipynb

@@ -133,14 +133,89 @@
     "%timeit fast_cython(x, y)"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Writing loops the pythonic way"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "One very nice feature of python is being able to write loops over array *elements* rather than array *indices*:"
+   ]
+  },
   {
    "cell_type": "code",
-   "execution_count": null,
-   "metadata": {
-    "collapsed": true
-   },
-   "outputs": [],
-   "source": []
+   "execution_count": 28,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "0\n",
+      "1\n",
+      "2\n",
+      "3\n",
+      "4\n"
+     ]
+    }
+   ],
+   "source": [
+    "arr = np.arange(5)\n",
+    "for x in arr:\n",
+    "    print(x)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "You may have noticed that all the Cythonized loops written in this repo were over the *indices* of the array, not over its elements:"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 30,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "0\n",
+      "1\n",
+      "2\n",
+      "3\n",
+      "4\n"
+     ]
+    }
+   ],
+   "source": [
+    "npts = len(arr)\n",
+    "for i in range(npts):\n",
+    "    print(arr[i])"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "This is purposeful: whenever you do a loop the \"pythonic\" way, you are actually doing some high-level operations in the Python layer that cannot be reduced to an elementary C operation. So when writing loops in Cython, be sure to always do \n",
+    "\n",
+    "```\n",
+    ">>> for i in range(some_cdef_integer)\n",
+    "``` \n",
+    "\n",
+    "instead of \n",
+    "\n",
+    "```\n",
+    ">>> for element in array\n",
+    "```"
+   ]
   },
   {
    "cell_type": "code",