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<SPAN
class=363204015-28102003>thanks for the compliments, glad it's kind of sane in
there (:-).
<SPAN
class=363204015-28102003>
<SPAN
class=363204015-28102003>just FYI, there's a new version of this that I haven't
posted yet. among other changes, it handles up to 3 optimization parameters, and
allows each rule to set the optimization parameter ranges independently. it also
moves the docs into a separate file, so the code file is smaller and easier to
deal with. I'll get that up as soon as I can finish it off.
<SPAN
class=363204015-28102003>
<SPAN
class=363204015-28102003>no, you don't have to set dynamic yourself, and
shouldn't. did you read the comments about
it? I bet it's not dynamic itself that your rule is getting hung up on,
it's the optimization parameters being arrays when dynamic is true.
<SPAN
class=363204015-28102003>
<SPAN
class=363204015-28102003>here's the section about this from the newer version,
expanded a bit from the original; not sure if the example BuySell rules it
mentions are exactly the same:
<SPAN
class=363204015-28102003>
<SPAN
class=363204015-28102003>--------------
<SPAN
class=363204015-28102003>during optimization, the active rule is called multiple
times, once with each combination of p1, p2 and p3 being tested. at this time,
p1, p2 and p3 are simple <FONT face="Courier New" color=#0000ff
size=2>numeric values, not arrays. once optimal
settings have been determined for every bar, the rule is called once more, to
generate actual trading signals. this time, <FONT
face="Courier New" color=#0000ff size=2>p1, p2
and p3 are arrays, each bar dynamically containing the optimal p1, p2 and p3
value for that bar.
<SPAN
class=363204015-28102003>whether they're simple values or arrays matters because
not all AB functions can accept arrays as inputs. for example, MA, TEMA, DEMA,
WMA and AMA can use an <FONT face="Courier New" color=#0000ff
size=2>array as their period, but EMA and MACD
can't. it's usually possible to code an equivalent in AFL that can, like the
included EMAx function is a replacement for <FONT
face="Courier New" color=#0000ff size=2>EMA. an
AFL replacement may be significantly slower though, if it has to do a lot of
work, since rules are called many times during optimization. you could also
<SPAN
class=363204015-28102003>use a DLL, like indicators.dll from the 3rd party
section of the AB site, but I didn't want this code to depend on outside
tools.
<SPAN
class=363204015-28102003>if this is an issue for a particular rule, include both
slower array-capable code for use in the final signal-generation phase, and
faster, non-array-capable code <FONT face="Courier New"
color=#0000ff size=2>for use during the many
optimization tries. use the 'dynamic' parameter to know which to call; see
BuySellStoch, below, for an example. you can also write a <FONT
face="Courier New" color=#0000ff size=2>custom
function with both versions, and pass dynamic into it; see BuySellCCI and CCIx
for an example.
<SPAN
class=363204015-28102003><SPAN
class=363204015-28102003>--------------
<SPAN
class=363204015-28102003>
<SPAN
class=363204015-28102003>hth,
<SPAN
class=363204015-28102003>
<SPAN
class=363204015-28102003>dave
<BLOCKQUOTE
>
Hi Dave,
I started working with it...very nice,
structured, work...this will help folks learn AFL as well as general
programming design, I believe..
so far, i am having a bit of trouble with the
'dynamic' True/False parameter being fed to one of my indicators---but i
suspect this is my problem not yours:
BuySellRule(True, best_p1,
best_p2);-----------------------------------^
Bad args.0-th argument of function call has invalid (or
unsupported) type
I don't have to specifically set 'dynamic'; do
I?
thanks
-john
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dave Merrill
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, October 23, 2003 6:32
PM
Subject: RE: [amibroker]
Auto-optimization AFL uploaded
<SPAN
class=638102902-24102003>thanks, appreciate it (:-).
<SPAN
class=638102902-24102003>
<SPAN
class=638102902-24102003>so, did you figure out how we can all be
millionaires by morning with it yet? or at least learn something about
something?
<SPAN
class=638102902-24102003>
<SPAN
class=638102902-24102003>you probably noticed this, but the way it comes set
up, it's not using equity feedback to optimize with, but net bars on the
right side of the market. my initial impression after I built that was that
it worked better than equity, but since then, I've concluded that, guess
what, it depends. so anyway, try the other scoring algorithm too, if you
haven't already.
<SPAN
class=638102902-24102003>
<SPAN
class=638102902-24102003>keep me posted (:-).
<SPAN
class=638102902-24102003>
<SPAN
class=638102902-24102003>anyone else playing with this
thing?
<SPAN
class=638102902-24102003>
<SPAN
class=638102902-24102003>dave
<BLOCKQUOTE
>
<FONT face=Arial
color=navy size=2><SPAN
>I’ve downloaded
it and run it about a dozen times. What you’ve done is very
impressive.
<SPAN
>
<SPAN
>Thanks,
<SPAN
>Howard
<SPAN
>
<DIV
>
<SPAN
>-----Original
Message-----From: Dave
Merrill [mailto:dmerrill@xxxxxxx] <SPAN
>Sent: Wednesday, October 22, 2003
1:11 PMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: RE: [amibroker]
Auto-optimization AFL uploaded
<SPAN
>
<SPAN
>forgot to
say it howard, but I'm very interested in what you think about it, and any
results you get from fiddling with it.
<SPAN
>
<SPAN
>dave
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