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I have used the powell method in "Numerical Recipes". Program was
written in matlab not afl, though. You must develop partial
derivatives of the profit function with respect to the parameters.
--- In amibroker@xxxxxxxxxxxxxxx, "Ed" <pablito@xxxx> wrote:
> hi,
>
> could be you are right Howard.
>
> yes. In Numerical Recipes Chapter 10: "Minimization or Maximization
of functions" there are a couple of different methods that do the
job. I'm not really sure which of these methods is the best for our
problems. Maybe at some point I'll try to translate a couple of them
to AFL (since the code is pretty simple) but for now I have to much
work with just getting my trading systems up and running,
>
> regards, Ed
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