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Hi,
What is the purpose of this code with optimized period
it seems it could make a good trailingstop
stephane
> > Here is a sample VBScript code that re-implements your code in
> > that way that you can optimize your projected band formula:
> >
> > /* your original */
> > Graph0 = Min(L, Min(Ref(L,-1) +1* LinRegSlope(L, 14),
> > Min(Ref(L,-2) +2* LinRegSlope(L, 14),
> > Min(Ref(L,-3) +3* LinRegSlope(L, 14),
> > Min(Ref(L,-4) +4* LinRegSlope(L, 14),
> > Min(Ref(L,-5) +5* LinRegSlope(L, 14),
> > Min(Ref(L,-6) +6* LinRegSlope(L, 14),
> > Min(Ref(L,-7) +7* LinRegSlope(L, 14),
> > Min(Ref(L,-8) +8* LinRegSlope(L, 14),
> > Min(Ref(L,-9) +9* LinRegSlope(L, 14),
> > Min(Ref(L,-10) +10* LinRegSlope(L, 14),
> > Min(Ref(L,-11) +11* LinRegSlope(L, 14),
> > Min(Ref(L,-12) +12* LinRegSlope(L, 14),
> > Ref(L,-13) +13* LinRegSlope(L, 14))))))))))))));
> >
> > /* VBScript re-implementation by TJ */
> >
> > EnableScript("VBScript");
> >
> >
> > <%
> > Function CalcIt( Low, LinReg, Count )
> > Result = Low
> >
> > For i = 0 To 2*Count - 1
> > Result( i ) = -1e10 ' empty Values for initial Count elements
> > Next
> >
> > For i = 2*Count To UBound( Low )
> >
> > Minval = Low( i )
> >
> > For j = 1 To Count -1
> >
> > ThisVal = Low( i - j ) + j * LinReg( i )
> > If Minval > ThisVal Then Minval = ThisVal
> >
> > Next
> > Result( i ) = Minval
> >
> > Next
> >
> > CalcIt = Result
> >
> > End Function
> > %>
> >
> > param = 14; // now you can change this to say param = Optimize
> ( "param", 14, 5, 40, 1 );
> >
> > scr = GetScriptObject();
> > Graph1 = scr.CalcIt( Low, LinRegSlope( Low, param ), param );
> >
> >
> > //////////////
> > "Everything is possible"
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "spxer" <t.willett@xxxx>
> > To: <amibroker@xxxx>
> > Sent: Saturday, April 27, 2002 5:40 PM
> > Subject: [amibroker] Re: opt this
> >
> >
> > > This is only part of the formula. It is for a 14 period
> indicator. As
> > > you can see the lines of code will change for every parameter
> input.
> > > This is known as projection bands by Mel Widner, it is included
> in
> > > metastock. (coded: ProjBandBot(14) which makes it easy to
> optimize)
> > >
> > >
> > >
> > > Min(L, Min(Ref(L,-1) +1* LinRegSlope(L, 14),
> > > Min(Ref(L,-2) +2* LinRegSlope(L, 14),
> > > Min(Ref(L,-3) +3* LinRegSlope(L, 14),
> > > Min(Ref(L,-4) +4* LinRegSlope(L, 14),
> > > Min(Ref(L,-5) +5* LinRegSlope(L, 14),
> > > Min(Ref(L,-6) +6* LinRegSlope(L, 14),
> > > Min(Ref(L,-7) +7* LinRegSlope(L, 14),
> > > Min(Ref(L,-8) +8* LinRegSlope(L, 14),
> > > Min(Ref(L,-9) +9* LinRegSlope(L, 14),
> > > Min(Ref(L,-10) +10* LinRegSlope(L, 14),
> > > Min(Ref(L,-11) +11* LinRegSlope(L, 14),
> > > Min(Ref(L,-12) +12* LinRegSlope(L, 14),
> > > Ref(L,-13) +13* LinRegSlope(L, 14))))))))))))));
> > >
> > >
> > > --- In amibroker@xxxx, "nenapacwanfr" <nenapacwanfr@xxxx> wrote:
> > > > write your code and inside
> > > > // write your needs
> > > > it will be easier to help you
> > > >
> > > > > Hi all. I am new to AB and I don't know how to proceed on
> this
> > > > point.
> > > > > I want to optimize an indicator in a system test. This
> indicator
> > > > > requires a different length of code for each parameter
> setting.
> > > > The
> > > > > only way I know how to write it is as separate indicators.
> What
> > > > can I
> > > > > do to optimize? Thanks, Terry
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
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