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Hi Anthony,
I tried DELL and GE from 1/1/2003 to today
and it works well.
UM
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 20, 2003 6:59 PM
Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31.0 BETA released
> Tomasz,
>
> Please check the image attached....I used your supplied formula....and
> selected a range of dates : From and To....then clicked explore....no
> results were returned....is there a step missing.
>
> Thank you
> Anthony
>
> -------Original Message-------
>
> From: amibroker@xxxxxxxxxxxxxxx
> Date: Sunday, April 13, 2003 12:15:09
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31
> 0 BETA released
>
> Dale,
>
> Yes it is possible to perform optimization using for loop inside exploration
> code:
>
> Sample code follows, it runs optimization inside for loop and reports only
> THE BEST
> result. It should be run usign "EXPLORE". The code in fact runs several
> backtests inside 'for' loop and notes the best result and best parameter
> range.
> bestequity = 0;
> bestrange = 0;
> // optimization loop
> for( range = 12; range < 40; range ++ )
> {
> Buy = Cross( Close, EMA( Close, range ) );
> Sell = Cross( EMA( Close, range ), Close );
> Le = LastValue( Equity() );
> if( Le > bestequity )
> {
> bestequity = Le;
> bestrange = range;
> }
> }
> range = bestrange;
> Buy = Cross( Close, EMA( Close, range ) );
> Sell = Cross( EMA( Close, range ), Close );
> Filter = BarIndex() == BarCount - 1;
> AddColumn( bestrange, "Best range" );
> AddColumn( Equity(), "Best Equity" );
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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