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[amibroker] Re: Auto Optimize



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Hi Dave,

Sorry for no explanation, I have an index filter using advance-decline 
and trin and just wanted to see if I could optimize it bar by bar over a 
period to see if it would be improved at all. Also visualize it on the chart. 
I thought someone may have some code ie with "loops" I could adapt.

BTW I would use the AA to find a range for the optimization values first 
too and I would watch the optimized version against my normal indicator 
to see how it goes in the future.

Cheers Glenn

--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> 
wrote:
> sure, but not with the built-in optimize function, you have to loop 
through
> the values you want to test in AFL, calculating Equity for each 
combination
> and tracking which one does best.
> 
> can I ask why you want to do this in the IB, instead of in the AA 
window,
> then copying the code with the optimal values into the IB? if the "best"
> answer can be evaluated in a straightforward numerical way, that's 
probably
> your best shot, and certainly requires less coding. I generally do that
> unless I need a visual to determine which answer I like, in which case, 
I'll
> use Param statements to create interactive sliders I can play with 
while
> watching the result in real time. if it makes sense, once I start to get a
> feel for what works, enough to turn it into a mathematical rather than
> visual process, then I'll that it over to AA for real optimization.
> 
> maybe folks could be more helpful if you said a little more about what
> you're working on.
> 
> dave
>   Is it possible to automatically optimize a couple of variables over a
>   lookback period in the indicator builder. If so, how would you do this
>   please?
> 
>   Glenn


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