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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: Saturday, September 13, 2003 10:11
AM
Subject: [amibroker] Re: Optimize
function
> Bill,> 1. The Optimize amibroker
function is working properly according to > the description.> 2.
As for your question, no there wasn't any workaround for IB.> Now there
is one :> <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amibroker/message/47799<FONT
size=2>> I hope it will be a useful step towards this direction.>
Dimitris Tsokakis> PS. The #47799 method may easily work for restricted
time periods, > cascade or not. We may see, for example, a walk-forward
optimization > for a six-month step etc.
DT, thanks for the time you spent on
this stuff. In my case, I am interested in setting the period for the
system and associated equity display, so Param is an easy way to get that
done. For this period, Param can also be used for optimization. So
without the need to walk forward using Param to set bars and optimize
parameters is fine, resulting in a simplified version of your
code. The problem of replacing Param with a modified Optimize() for
purposes of automation remains.
barsEquity = Param(<FONT
color=#ff00ff>"Bars for Equity()", 500, <FONT
color=#ff00ff>100, 1000, <FONT
color=#ff00ff>10);
Buy=Cross(<FONT
color=#0000ff>StochD(), Param(<FONT
color=#ff00ff>"d1", 30, <FONT
color=#ff00ff>5, 60, <FONT
color=#ff00ff>1));
Sell=Cross(<FONT
color=#0000ff>StochD(), Param(<FONT
color=#ff00ff>"d2", 70, <FONT
color=#ff00ff>40, 95, <FONT
color=#ff00ff>1));
Plot(C, "",
colorWhite, styleBar);
Plot(Equity(<FONT
color=#ff00ff>1, 0), <FONT
color=#ff00ff>"", colorLightBlue,
styleOwnScale);
Title = "Bars = " + barsEquity +
" Equity for bars = " +
WriteVal(<FONT
color=#0000ff>Equity(1, <FONT
color=#ff00ff>1, barsEquity), 1.2);
<FONT
size=2><FONT
size=2>> > snip> >
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