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----- Original Message -----
From: "DIMITRIS TSOKAKIS" <<A
href=""><FONT
size=2>TSOKAKIS@xxxxxxxxx<FONT
size=2>>
To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>
Sent: Friday, September 12, 2003 12:48
PM
Subject: [amibroker] Re: Optimize
function
> Bill,> I have posted in the past the
walk-forward optimization.> Here is the basic principle, for a restricted
period optimization > [year2002 in the example]
If I correctly understand, optimization
of k is still being established on the entire dataset, rather than only on
2002 data. Right? If so, how would you restrict Optimize to operate
only in 2002?
> of a Stochastic o/b, o/s system :>
> k=Optimize("k",40,30,50,10);> d2002=DateNum()>=1020101 AND
DateNum()<1030101;> LastTradingBar=(d2002==0 AND
Ref(d2002,-1))*DateNum();> Buy=d2002*Cross(StochD(),k);>
Sell=d2002*Cross(StochD(),70) OR DateNum()==LastTradingBar;> > Hit
now Optimize for > *current stock> *all quotations> AA will
see only 2002 dates.> It is important to exit any open trade by the end
of the test period, > else the last probable Open trade will last for
ever !!> The solution is that{ OR DateNum()==LastTradingBar }
statement.> Dimitris Tsokakis> --- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <<FONT
size=2>wd78@x...> wrote:>
> > > ----- Original Message ----- > > From: "Stephane
Carrasset" <<FONT
size=2>nenapacwanfr@x...>>
> To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx<FONT
size=2>>> > Sent: Friday, September 12, 2003 11:55 AM> >
Subject: [amibroker] Re: Optimize function> > > > >
> > Bill,> > >> > > do you mean if you Backtest
for example NDX on the last 500 bars> > > do you want optimize an
indicator on the 500-400 bars?? then keep > the> > >
optimized value on the 400-1 bars ??> > > > I was not
thinking of that, but your scenario is along the same > lines and>
> would be a another important option. I was actually thinking of
> the problem> > from 180 degrees around. Specifically,
for a dataset of, for > example, 1000> > bars optimize only
over the last 500 and display the equity curve > for that> >
range. It is possible to only consider (and display) the equity >
for a> > specified number of bars (e.g., the last 500 bars), but I
don't see > how to> > restrict optimization to those
bars. Certainly not with the > available> > arguments for
Optimize.> > > > >> > > Stephane>
> >> > > > It is my understanding that the Optimize
function operates on > all> > > data. So,> >
> > for example, if one is looking at equity for a portion of the >
data> > > (e.g.,> > > > Equity(0, 1, 100) Optimize
still operates on all data. Does > anyone> > > have
a> > > > work-around that will force Optimize to only consider a
> specified> > > range of> > > >
data?> > > >> > > > Thanks.> > >
>> > > > Bill> > >> > >>
> >> > > Send BUG REPORTS to <A
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