Re: [amibroker] Atc Loop Demo

["Tomasz Janeczko" <amibroker@xxxxxx>]

Herman,
 
Thank you for this contribution, but... I guess I need to 
release 4.33 quickly so everyone 
can run multiple nested loops quicker and without 'hard disk 
dance' effect :-)
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Herman vandenBergen 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">Amibroker@xxxxxxxxxxxx Com 
  Sent: Saturday, April 26, 2003 6:29 
  AM
  Subject: [amibroker] Atc Loop Demo
  
  DT Challenged me 
  for a loop demo :-) so here is one, attached.
  <SPAN 
  class=780001204-26042003> 
  This shows how to 
  optimize a system using loops, substitute your own trading system and vary the 
  parameter's function and values. This was my first application for testing the 
  new looping function. Here I use a Loop in an Exploration to optimize the 
  system to three degrees. As i go along I save the best Equities obtained with 
  the 2nd and 3rd opt parameters in a stock-specific Calibration file - using 
  the AddToComposite(). I read back the data from the Composite and display the 
  results in The result table.
  <SPAN 
  class=780001204-26042003> 
  The lower part is 
  repeats the trading system and shows how you can read back parameters and use 
  them into your system.
  <SPAN 
  class=780001204-26042003> 
  Throughout you 
  will find some tricks, such as to display zero-based exploration data at 
  the current date range in your result table.
  <SPAN 
  class=780001204-26042003> 
  Now you ask: why 
  do all this work? Some reasons:
  <SPAN 
  class=780001204-26042003> 
  1) You can 
  backtest groups of stocks and save their individual optimization values 
  (somebody wished for this on the list)
  2) You don't ever 
  have to type in optimized values, they are read from your 
  disk.
  3) Opt1 in the 
  Optimization part is, in this demo, assigned to a period, but it could 
  just as well be the value of a trend indicator. This would allow you to create 
  calibration values to perform under various trending conditions. You would 
  optimize a large number of stocks and create (automatically) a calibration 
  file for each stock. Then when you are using your trading system you would 
  obtain the Opt1 from your trending indicator and based on it, you would select 
  the other two parameters. What do you have: an adaptive trading 
  system.
  <SPAN 
  class=780001204-26042003> 
  Have fun, I hope 
  some others can explain any questions that may come up. I have to get back to 
  another project :-)
  <SPAN 
  class=780001204-26042003> 
  best 
  regards,
  <SPAN 
  class=780001204-26042003>Herman.
  <SPAN 
  class=780001204-26042003> 
  Ps. If you click 
  the Check button you'll get a Look-Ahead error, I believe this is due to the 
  using the Atc. The trading system is incidental anyway - you should substitute 
  your own!Send 
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