[amibroker] Optimize with for loop / Optimize by MAR

["Steve Davis" <_sdavis@xxxxxxxxx>]

<SPAN 
class=609400604-26042003>Hi,
<SPAN 
class=609400604-26042003> 
Has 
anyone found a way to use FOR loops to replace the existing Optimize 
feature?
I want 
to run an exploration that essentially works just like the Optimize feature, but 
I want to add a new Column, MAR, so I can sort by MAR without the hassle of 
exporting to excel.
<SPAN 
class=609400604-26042003> 
<SPAN 
class=609400604-26042003>Tomasz' example below only reports the best result. I 
still want to see all the results.
<SPAN 
class=609400604-26042003> 
Any 
help would be appreciated.
<SPAN 
class=609400604-26042003> 
<SPAN 
class=609400604-26042003>Cheers,
<SPAN 
class=609400604-26042003>-Steve

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Tomasz Janeczko 
  [mailto:amibroker@xxxxxx]Sent: Sunday, April 13, 2003 12:15 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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<FONT 
  size=1>;bestrange = 0<FONT 
  size=1>;
  // optimization loop
  for( range = 12; 
  range < 40; range ++ 
  ){
    Buy = <FONT color=#0000ff 
  size=1>Cross( Close, <FONT color=#0000ff 
  size=1>EMA( Close, range ) );
    Sell = Cross<FONT 
  size=1>( EMA( 
  Close, range ), Close );
   L<FONT 
  face="Courier New" size=1>e =<FONT 
  face="Courier New" size=1> <FONT face="Courier New" color=#0000ff 
  size=1>LastValue( 
  Equity()<FONT 
  face="Courier New" size=1> );
    if( L<FONT 
  face="Courier New" size=1>e > bestequity )  
  {    bestequity = 
  L<FONT face="Courier New" 
  size=1>e;   bestrange = range; }<FONT 
  size=1>}
  range = bestrange;
  Buy = Cross( 
  Close, EMA( 
  Close, range ) );
  Sell = Cross( 
  EMA( Close, range 
  ), Close );
  Filter = <FONT 
  face="Courier New" color=#0000ff size=1>BarIndex<FONT 
  face="Courier New" size=1>() == BarCount - <FONT 
  face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New" 
  size=1>;
  AddColumn( bestrange, <FONT 
  face="Courier New" color=#ff00ff size=1>"Best range"<FONT 
  face="Courier New" size=1> );<FONT face="Courier New" color=#0000ff 
  size=1>
  AddColumn( <FONT 
  face="Courier New" color=#0000ff size=1>Equity<FONT face="Courier New" 
  size=1>(), "Best 
  Equity" );
   
   
   
  Best regards,Tomasz 
Janeczkoamibroker.com






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