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<FONT color=#000080
size=2>Dimitris,
<FONT color=#000080
size=2>
Yes, I have tried
this code today but did not have a chance to look into it in detail.
<FONT color=#000080
size=2><FONT color=#000080
size=2>
I can see what
you are saying and you raise a valid point. I will have to check to see if
MyComposite actually totals all optimizations they way you describe.
My instinct tells me that each optimization run initializes MyComposite to zero
and starts over.
<FONT color=#000080
size=2>
I'm leaving to go
out of town in an hour. Perhaps someone could check this out. I'll
be back Monday and will check to see if there is any interesting
observations.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Wednesday, May 07, 2003 3:13
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
How to Optimize an AddToCompositeRick,Have you
tried this code ?There are some questions:Suppose for simplicity you
run a database of 10 stocks and, before the optimization procedure, the
MyComposite is 7,ie 7/10 stocks are bullish [macd>signal]Per1 =
Optimize("Per1", Per1, 3, 13, 2);Per2 = Optimize("Per2", Per2, 3, 13,
2);C = Foreign("AA", "C", Fixup = True);Bullish=MACD(Per1,Per2) >=
Signal(Per1,Per2);ZL = IIf(bullish==1, 1, -1)MyComposite = MyComposite
+ ZL;After this line, if all 6X6=36 combinations for AA are bullish,
MyComposite will become 7+36=43 which sounds strange.It would be
better to see a full example, how MyComposite is involved in the
procedure.Dimitris Tsokakis --- In amibroker@xxxxxxxxxxxxxxx,
"Rick Parsons" <RickParsons@xxxx> wrote:> Dimitris, Chuck and
Junya,> > I found a way to optimize an AddToComposite in another
way. Instead of using AddToComposite, do this:> (this is a
modification of my code to simplify it for illustration purposes.
There may be coding errors)> > This counts the number of stocks
above or below the MACD Signal line.> > Per1 = 5; Per2 =
8;> Per1 = Optimize("Per1", Per1, 3, 13, 2);> Per2 =
Optimize("Per2", Per2, 3, 13, 2);> > C = Foreign("AA", "C",
Fixup = True);> Bullish=MACD(Per1,Per2) >=
Signal(Per1,Per2);> ZL = IIf(bullish==1, 1, -1)> MyComposite =
MyComposite + ZL;> > C = Foreign("AXP", "C", Fixup =
True);> Bullish=MACD(Per1,Per2) >= Signal(Per1,Per2);> ZL =
IIf(bullish==1, 1, -1)> MyComposite = MyComposite + ZL;>
> Repeat for each stock in the watchlist you want to scan.> One
can then use MyComposite as if it were a real "~MyComposite" data
file.> And one can optimize as shown in the top lines.> One
would insert the BUY/SELL lines after this code.> > It can also
be used in IB to plot the MyComposite results in real time without having
to run a SCAN.> > A little awkward but with cut and paste, the
code can be setup pretty fast.> > >
Rick> -----Original Message-----> From:
Chuck Rademacher [mailto:chuck_rademacher@xxxx]> Sent:
Tuesday, May 06, 2003 3:00 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: RE: [amibroker]
Optimizing AddToComposite> > > G'day,
Rick.> > 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.> -----Original
Message-----> From: Rick Parsons
[mailto:RickParsons@xxxx]> Sent: Tuesday, May
06, 2003 2:53 PM> To:
amibroker@xxxx> 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.>
> 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.>
> Does anyone have a creative idea on how to
"optimize" the periods used to create the AddToComposite?>
> Thanks,>
Rick> > > > Send BUG
REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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