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How about using a loop to determine the MACD period
that is closest to the "crossover point" for each stock (e.g. max period before
price crosses MACD). Then you can export this with other factors (e.g. avg
volume) to Excel, and create a histogram.
With this histogram you can start eyeballing what
values are most sensible.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=RickParsons@xxxxxxxxxxxxxxx
href="">Rick Parsons
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, May 06, 2003 2:53 PM
Subject: [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.
<FONT color=#000080
size=2>
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.
<FONT color=#000080
size=2>
Does anyone
have a creative idea on how to "optimize" the periods used to create the
AddToComposite?
<FONT color=#000080
size=2>
<FONT color=#000080
size=2>Thanks,
<FONT face="Vladimir Script" color=#000080
size=5>Rick
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