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Using the enhanced AddToComposite() you can find the optimum
values for any parameter for any criteria you can express in an
afl formula. You are no longer limited to the parameters listed
in the Results table. This method also gives you charts to show
you how your criteria varies throughout the optimization. The
chart below shows the result when optimizing a StoRSI trading
system for Tharp's Expectancy. Code and explanations can be found
in http://www.amibroker.net/3rdparty/IntroToAtc.pdf .
Read Optimization parameters in bottom pane title: Period=7 and
Lookback=8.
Best regards,
Herman.
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<DIV><FONT face=3DArial size=3D2><SPAN=20
class=3D930303109-21102002>Hello,</SPAN></FONT></DIV>
<DIV><FONT face=3DArial size=3D2><SPAN=20
class=3D930303109-21102002></SPAN></FONT> </DIV>
<DIV><FONT face=3DArial size=3D2><SPAN class=3D930303109-21102002>Using the=
enhanced=20
AddToComposite() you can find the optimum values for <EM>any=20
</EM>parameter for <EM>any </EM>criteria you can express in an afl formula.=
You=20
are no longer limited to the parameters listed in the Results table. This m=
ethod=20
also gives you charts to show you how your criteria varies throughout =
the=20
optimization. The chart below shows the result when </SPAN></FONT><FON=
T=20
face=3DArial size=3D2><SPAN class=3D930303109-21102002>optimizing a St=
oRSI=20
trading system for Tharp's Expectancy. Code and explanations can be found i=
n <A=20
href=3D"http://www.amibroker.net/3rdparty/IntroToAtc.pdf";>http://www.amibro=
ker.net/3rdparty/IntroToAtc.pdf</A> .=20
</SPAN></FONT></DIV>
<DIV><FONT face=3DArial size=3D2><SPAN=20
class=3D930303109-21102002></SPAN></FONT> </DIV>
<DIV align=3Dcenter><FONT face=3DArial size=3D2><SPAN class=3D930303109-211=
02002><SPAN=20
style=3D"FONT-FAMILY: 'Times New Roman'; FONT-SIZE: 12pt; mso-bidi-font-siz=
e: 8.0pt; mso-fareast-font-family: 'Times New Roman'; mso-ansi-language: EN=
-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA"><IMG=20
height=3D346 src=3D"cid:930303109@xxxx"; width=3D514=20
v:shapes=3D"_x0000_i1025"></SPAN></SPAN></FONT></DIV>
<DIV align=3Dcenter><FONT face=3DArial size=3D2><SPAN class=3D930303109-211=
02002><SPAN=20
style=3D"FONT-FAMILY: 'Times New Roman'; FONT-SIZE: 12pt; mso-bidi-font-siz=
e: 8.0pt; mso-fareast-font-family: 'Times New Roman'; mso-ansi-language: EN=
-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA">Read=20
Optimization parameters in bottom pane title: Period=3D7 and=20
Lookback=3D8.</SPAN></SPAN></FONT></DIV>
<DIV align=3Dcenter><FONT face=3DArial size=3D2><SPAN class=3D930303109-211=
02002><SPAN=20
style=3D"FONT-FAMILY: 'Times New Roman'; FONT-SIZE: 12pt; mso-bidi-font-siz=
e: 8.0pt; mso-fareast-font-family: 'Times New Roman'; mso-ansi-language: EN=
-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA"></SPAN></SPAN><=
/FONT> </DIV>
<DIV align=3Dleft><FONT face=3DArial size=3D2><SPAN class=3D930303109-21102=
002><SPAN=20
style=3D"FONT-FAMILY: 'Times New Roman'; FONT-SIZE: 12pt; mso-bidi-font-siz=
e: 8.0pt; mso-fareast-font-family: 'Times New Roman'; mso-ansi-language: EN=
-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA">Best=20
regards,</SPAN></SPAN></FONT></DIV>
<DIV align=3Dleft><FONT face=3DArial size=3D2><SPAN class=3D930303109-21102=
002><SPAN=20
style=3D"FONT-FAMILY: 'Times New Roman'; FONT-SIZE: 12pt; mso-bidi-font-siz=
e: 8.0pt; mso-fareast-font-family: 'Times New Roman'; mso-ansi-language: EN=
-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA">Herman.</SPAN><=
/SPAN></FONT></DIV></BODY></HTML>
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