Re: [amibroker] Auto Optimize

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

Try this Glenn, load entire code into Indicator builder.

// optimization loop

//Run in Explore mode

//set range dates

bestequity = 0;

bestrange = 0;

// optimization loop

for( period = 10; period < 40; period ++ )

{

Buy = Cross( Close, EMA( Close, period ) );

Sell = Cross( EMA( Close, period ), Close );

Short=Sell;

Cover=Buy;

Le = LastValue( Equity() );

if( Le > bestequity )

{

bestequity = Le;

bestrange = period ;

}

}

period = bestrange;

Buy = Cross( Close, EMA( Close,period ) );

Sell = Cross( EMA( Close, period ), Close );

Short=Sell;

Cover=Buy;

Filter = BarIndex() == BarCount - 1;

AddColumn( bestrange, "period " );

AddColumn( Equity(), "Best Equity" );

// Indicator builder Output

Plot(EMA( Close,period ),"",colorYellow,styleLine);

Plot(C,"",colorBlack,styleCandle);

Title=Name()+" Best Period ("+WriteVal(Period,1)+")";



Anthony

----- Original Message ----- 
From: "Glenn" <glennokb@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, November 24, 2003 4:04 PM
Subject: [amibroker] Auto Optimize


> Hello there,
>
> 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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