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Is this the formula you are referring to?
<span
>bestequity = <font size=1
color=fuchsia>0<font
size=1 color=black>;
bestrange = 0<span
>;
<span
>// optimization
loop
<span
>for<font
size=1 color=black>( range = <font
size=1 color=fuchsia>12<font
size=1 color=black>; range < <font
size=1 color=fuchsia>40<font
size=1 color=black>; range ++ )
{
<span
> Buy<font
size=1 color=black> = <font
size=1 color=blue>Cross<font
size=1 color=black>( <span
>Close, <font size=1
color=blue>EMA<font
size=1 color=black>( <span
>Close, range ) );
<span
> Sell<font
size=1 color=black> = <font
size=1 color=blue>Cross<font
size=1 color=black>( <font
size=1 color=blue>EMA<font
size=1 color=black>( <span
>Close, range ), Close );
<span
> Le<font
size=1 color=black> =<font
size=1 color=black face="Courier New"> <font size=1 color=blue
face="Courier New">LastValue<span
>(<font
size=1 color=black> <font
size=1 color=blue>Equity<font
size=1 color=black>()<font
size=1 color=black face="Courier New"> )<span
>;
<span
> if<font
size=1 color=black>( <font
size=1 color=black face="Courier New">Le<span
> > bestequity )
{
<span
> bestequity
= Le;
bestrange = range;
}
}
<span
>range = bestrange;
<span
>Buy<font
size=1 color=black> = <font
size=1 color=blue>Cross<font
size=1 color=black>( <span
>Close, <font size=1
color=blue>EMA<font
size=1 color=black>( <span
>Close, range ) );
<span
>Sell<font
size=1 color=black> = <font
size=1 color=blue>Cross<font
size=1 color=black>( <font
size=1 color=blue>EMA<font
size=1 color=black>( <span
>Close, range ), Close );
<span
>Filter<font
size=1 color=black face="Courier New"> = <font size=1 color=blue
face="Courier New">BarIndex<span
>() == <span
>BarCount - <font size=1
color=fuchsia face="Courier New">1<span
>;
<span
>AddColumn<font
size=1 color=black face="Courier New">( bestrange, <font size=1
color=fuchsia face="Courier New">"Best range"<font size=1 color=black
face="Courier New"> );
<span
>AddColumn<font
size=1 color=black face="Courier New">( <font size=1 color=blue
face="Courier New">Equity<span
>(), <font
size=1 color=fuchsia face="Courier New">"Best Equity"<font
size=1 color=black face="Courier New"> );
<font size=3 color=teal
face="Times New Roman">Cheers,
Graham
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia
<span
>-----Original Message-----
From: Herman vandenBergen
[mailto:psytek@xxxxxxxx]
Sent: Monday, 28 April 2003 8:36
AM
To: Amibroker@xxxxxxxxxxxx Com
Subject: [amibroker] AB 4.33 beta:
AMAZING looping enhancement!
<font size=2
face="Times New Roman">
<font size=2
color=blue face=Arial>I just have to share my excitement with you. The latest AB beta
release features phenomenal looping improvements; the result of extremely
clever memory management - as I understand it. Look at the before and after
performance:
<font size=2
face="Times New Roman">
<font size=2
color=blue face=Arial>A before test of 35 loops, at which point my computer ran into
memory problems at about 1200 Seconds:
<img border=0 width=407 height=274
src="jpg00126.jpg" align=baseline>
<span
>Below a AB 4.33 beta test showing
system optimization utilizing loops in an Exploration. The very first
version of this program took hours to optimize, now i can optimize entire
baskets of stocks and save all optimized parameters automatically in a file for
recall from disk by the systems code (see example code posted a few days ago on
this procedure). <font color=blue
face=Arial>You
don't have to wait for built-in Individual Optimizing of Baskets of stocks
capability: you have it right now.<font
color=blue face=Arial> All this
shows you that it is worth your while to spend a few hours reading up on
looping!
<span
><img border=0 width=450 height=305
src="jpg00127.jpg" align=baseline>
<font size=2
color=blue face=Arial>Best regards,
<font size=2
color=blue face=Arial>Herman
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">
Send
BUG REPORTS to bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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amiquote@xxxxxxxxxxxxxxx
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
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href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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