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Items #1 and #2
do two different things. #1 optimizes for that particular security.
#2 finds the best optimized variables for the group as a whole. #2 would
not do what you want to do.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: hmab1
[mailto:hmab@xxxx]Sent: Monday, June 24, 2002 10:46
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]Re:
Assigning variable values to specific tickersThanks
Anthony.Continuing along the same train of thought...So, if I
want to find out what the optimum values are for each of the 10 tickers, I
guess there's 2 ways of doing it.1. Run an optimization for each
ticker individually which has 3 optimization vars. More manual work
but probably less computing needed.2. Run an optimization forall
tickers at once which has 30 (3x10) optimization vars. Less manual
work but more computing needed.Am I correct or is there a better way
of doing it ?--- In amibroker@xxxx, Anthony Faragasso
<ajf1111@xxxx> wrote:> hello,> > You can use the
Name() function.> > stoploss=lastvalue(iif(Name()=="your ticker
here","stoploss value> Here",iif(name()=="your ticker here","stoploss
value> Here",iif(Name()=="your ticker here","stoploss value
Here",......and so> on....iif(name()=="your last ticker here","your
last stoploss value> here","default value here"))))))))));>
> , buylevel, selllevel.> > Do the same for all
variables.> > Hope this helps.> Anthony> >
hmab1 wrote:> > > Hello,> >> >Is
there a way to assign specific optimization variable values for>
> different tickers ?> >> > For example, I want to
trade a list of 10 stocks based on a simple> > MACD crossover
with max stop loss. The crossover has to occur either> >
below a certain number (buy level) or above a certain number (sell>
> level).> >> > I ran an optimization for this system
based on a range of values for> > the three variables: stoploss,
buylevel, selllevel.> >> > Obviously, different tickers
have different optimum values for each> > set of
variables.> >> > So, is there a way to assign the optimum
value set to each ticker's> > variable set ?>
>> > Thanks,> > HB> >> >>
>>
>
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