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-HERMAN,i get error mes.trying to load file
ln 91 7 trace (
can we fix?
thank you
-- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> DT Challenged me for a loop demo :-) so here is one, attached.
>
> 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.
>
> The lower part is repeats the trading system and shows how you can
read back
> parameters and use them into your system.
>
> Throughout you will find some tricks, such as to display zero-based
> exploration data at the current date range in your result table.
>
> Now you ask: why do all this work? Some reasons:
>
> 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.
>
> Have fun, I hope some others can explain any questions that may
come up. I
> have to get back to another project :-)
>
> best regards,
> Herman.
>
> 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!
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