[amibroker] Optimizations

["Dimitris Tsokakis" <TSOKAKIS@xxxxxxxxx>]

Stephane,
To be more specific:PROCEDURE 
1:Run first the/*MEAN 
RSI*/for(n=10;n<=30;n=n+10){s1=IIf(RSI(n)>=0 AND 
RSI(n)<=100,RSI(n),0);AddToComposite(s1,"~SUMRSI"+WriteVal(n,1.0),"C");}AddToComposite(1,"~COUNT","V");Buy=0;and 
then, select, for example, ^NDX and optimize
 
<FONT 
size=2>x=Optimize("x",10,10,30,10);MeanRSI10=Foreign("~SUMRSI10","C")/Foreign("~COUNT","V");MeanRSI20=Foreign("~SUMRSI20","C")/Foreign("~COUNT","V");MeanRSI30=Foreign("~SUMRSI30","C")/Foreign("~COUNT","V");MeanRSI=IIf(x==10,MeanRSI10,IIf(x==20,MeanRSI20,MeanRSI30));Buy=Cross(MeanRSI,50);Sell=Cross(50,MeanRSI);Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
 
PROCEDURE 2:Select ^NDX and 
optimize
 
period=Optimize("pds",10,10,30,10);list = 
GetCategorySymbols( categoryGroup, 254 );SumRSI = 0; MeanRSI=0;for( i = 0; ( 
sym = StrExtract( list, i ) ) != ""; i++ 
) {SetForeign(sym,True,True);   f=RSI(period); 
SumRSI=SumRSI+ 
f;MeanRSI=SumRSI/(i+1); }RestorePriceArrays(True);Buy=Cross(MeanRSI,50);Sell=Cross(50,MeanRSI);Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
 
The results are identical, procedure2 is slow, procedure1 
needs two steps.Dimitris Tsokakis






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