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G'day,
Rick.
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I'm
not sure how you could determine the best to use, but you could do six runs
at once by using the O,H,L.C.V and OI fields in your composite to hold the
results from six different periods. This might not be the answer you
are looking for, but it may give you an idea.
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: Rick Parsons
[mailto:RickParsons@xxxxxxxxxxxxxxx]Sent: Tuesday, May 06, 2003
2:53 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Optimizing AddToComposite
I have a system
similar to Dimitri's Trade the Market where I use AddToComposite to count the
number of stocks above or below the MACD Signal line.
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Question is,
what is the best MACD period to use? It is very cumbersome to change the
periods, run the Scan to create an AddToComposite, then backtest
it.
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Does anyone
have a creative idea on how to "optimize" the periods used to create the
AddToComposite?
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<FONT color=#000080
size=2>Thanks,
<FONT face="Vladimir Script" color=#000080
size=5>Rick
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