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Thanks Herman
<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 11:56
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] AB 4.33
beta: AMAZING looping enhancement!
<font size=2
face="Times New Roman">
<font size=2
face=Arial>[Graham] <font
size=3 face=Arial>Is this the
formula you are referring to?
<font size=3
face="Times New Roman">
<font size=2 color=blue
face=Arial>No, it
is a little more sphisticated: the subject was "Atc Loop Demo",
posted Sat 2003-04-26 12:30 PM. I tried to attach it but I got some kind of
error - see afl attached. Mind you that the example posted previously
just gives you the frame work: the sample trading system must be substituted
with your own trading system. The attached system is far simpler and would
execute much faster. Haven't tried that one.
<font size=3
face="Times New Roman">
<font size=2 color=blue
face=Arial>Good
luck,
<font size=2 color=blue
face=Arial>Herman.
<font size=3
face="Times New Roman">
-----Original Message-----
From: Graham
[mailto:gkavanagh@xxxxxxxxxxxxx]
Sent: April 28, 2003 8:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] AB 4.33
beta: AMAZING looping enhancement!
<span
>Is this the formula you are
referring to?
<font size=1 color=black
face="Times New Roman">bestequity = <font
size=1 color=fuchsia>0<font
size=1 color=black>;
bestrange = 0<span
>;
<font size=1 color=green
face="Courier New">// optimization loop
<font size=1 color=black
face="Times New Roman">for( range = <span
>12<span
>; range < <font size=1
color=fuchsia>40<font
size=1 color=black>; range ++ )
{
<font size=1 color=black
face="Times New Roman"> Buy<span
> = <span
>Cross<span
>( Close,
EMA<font
size=1 color=black>( <span
>Close, range ) );
<font size=1 color=black
face="Times New Roman"> Sell<span
> = <span
>Cross<span
>( <span
>EMA<span
>( Close,
range ), Close );
<font size=1 color=black
face="Courier New"> Le<span
> =<font size=1 color=black
face="Courier New"> <span
>LastValue<font
size=1 color=black face="Courier New">(<span
> <span
>Equity<font size=1
color=black>()<font
size=1 color=black face="Courier New"> )<span
>;
<font size=1 color=black
face="Times New Roman"> if<span
>( <font size=1 color=black
face="Courier New">Le > bestequity )
{
<span
>
bestequity = Le;
bestrange = range;
}
}
<font size=1 color=black
face="Courier New">range = bestrange;
<font size=1 color=black
face="Times New Roman">Buy = <span
>Cross<span
>( Close,
EMA<font
size=1 color=black>( <span
>Close, range ) );
<font size=1 color=black
face="Times New Roman">Sell = <span
>Cross<span
>( <span
>EMA<span
>( Close,
range ), Close );
<font size=1 color=black
face="Courier New">Filter<font size=1 color=black
face="Courier New"> = <span
>BarIndex<font
size=1 color=black face="Courier New">() == BarCount
- <span
>1<font
size=1 color=black face="Courier New">;
<font size=1 color=blue
face="Courier New">AddColumn<span
>( bestrange, <font
size=1 color=fuchsia face="Courier New">"Best range"<font
size=1 color=black face="Courier New"> );
<font size=1 color=blue
face="Courier New">AddColumn<span
>( <font
size=1 color=blue face="Courier New">Equity<font size=1 color=black
face="Courier New">(), <span
>"Best
Equity"<span
> );
<font size=2
face="Times New Roman">
<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="jpg00130.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="jpg00131.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=3
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
Send
SUGGESTIONS to suggest@xxxxxxxxxxxxx<font size=3
face="Courier New">
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>
<span
>
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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Yahoo! Groups Sponsor
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