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<A
href="">http://groups.yahoo.com/group/amibroker/message/38771
<FONT
face=Tahoma size=2>-----Original Message-----From: Steve Davis
[mailto:_sdavis@xxxxxxxxx] Sent: Saturday, April 26, 2003 12:15
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Optimize with for loop / Optimize by MAR
<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<FONT
size=1>; range < 40<FONT
size=1>; 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>(), <FONT face="Courier New" color=#ff00ff
size=1>"Best Equity"
);
Best regards,Tomasz Janeczkoamibroker.comSend
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