|
PureBytes Links
Trading Reference Links
|
Hi Demitris,
Thanks for your interest. Here is the "works".
/*To Optomize*//*
Dbuy=Optimize("Dbuy",14,0,20,1);
Dsell=Optimize("Dsell",8,0,20,1);
X1=Optimize("X1",13,10,20,1);
s1=StochD(X1);
AVST=MA(s1,100);
Buy = Cross( s1,AVST-DBuy);
Sell = Cross( AVST+Dsell,s1);*/
Regards,
Hal
At 05:43 AM 10/26/01 +0000, you wrote:
Hi Hal,
Is it possible to give us the parameters and the formula
of your Optimization ?
Best Regards
Dimitris Tsokakis
--- In amibroker@xxxx, Hal Brehe <infoads@xxxx> wrote:
> Hi Dimitris,
>
> I'm using your Relative Slope system, and I thank you for this
wonderful
> gift to the group.
>
> Everything is working well with the system, except that my NYSE
database is
> too large to be practical to use with the Optimization feature.
This is
> because the total continuous optimization time is approximately 72
hours or
> 3, 24 hour days. With the Optimization system requiring 4851
tries, at the
> approximate half way mark, the actual optimization time is 90
> seconds/ticker, and the time between starts at 8 seconds &
getting
longer
> (this latter time is the time between the end and beginning of the
next
> run). I assume it is AB finding the next "try"
information). This
timing
> was done on a 900MHz P4, a subset of the total record set
accomplished by
> making a "scan" for upper and lower price limits which
were stored
as a
> WATCH LIST (around 2300 tickers), and maximum data record length of
3-1/4
> years.
>
> It is obvious to me that the total time requirement for the
Optimization
> run is around 72 hours, or three continuous days.
>
> In thinking over what would help, I believe that a ticker reduction
scheme
> would be an asset. That is to say, make a preliminary
"SCAN" to
reduce the
> number of tickers. Make a "Watch List" of the result, and
make the
> Optimization run on the Watch List. It might be some scheme to
eliminate "1
> out of X" tickers or possibly be made "random" rather
than
sequential. I donno!
>
> Could you, or anyone else interested, get me started in developing
this
> type of routine?
>
> Any assistance would be greatly appreciated.
>
> Regards,
>
> Hal
------------------------ Yahoo! Groups Sponsor
---------------------~-->
Get your FREE VeriSign guide to security solutions for your web site:
encrypting transactions, securing intranets, and more!
http://us.click.yahoo.com/UnN2wB/m5_CAA/yigFAA/dkFolB/TM
---------------------------------------------------------------------~->
Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
|