[amibroker] Re: What's wrong with this optimization?

["willem1940" <w.j.a.struyck@xxxxxxxxxxxxxx>]

Graham, Ed,

Thanks.

As I said blind spot. Age must be kreeping up.


Regards, Willem jan


--- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <pablito@xxxx> wrote:
> willem,
> 
> this will work
> 
> pnt=10;
> pnt1=30;
> 
> pnt = Optimize("pnt",pnt,1,30,1); 
> pnt1 = Optimize("pnt1",pnt1,30,50,1);
> 
> Buy=Cross(StochD(pnt),StochK(pnt1));
> Short=Cross(StochK(pnt1),StochD(pnt));
> Sell=Short;
> Cover=Buy;
> 
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy); 
> Short=ExRem(Short,Cover);
> Cover=ExRem(Cover,Short);
> 
> rgds, Ed
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "willem1940" <w.j.a.struyck@xxxx> 
> wrote:
> > I have a mental block to sort this one out.
> > 
> > The optimization of this simple formulae leads to one outcome 
only 
> > (so all parameters give the same results in net profit terms):
> > 
> > pnt=80;
> > pnt1=50;
> > Optimize("pnt1",pnt1,30,50,1);
> > Optimize("pnt",pnt,1,30,1);
> > Buy=Cross(StochD(pnt),StochK(pnt1));
> > Short=Cross(StochK(pnt1),StochD(pnt));
> > Sell=Short;
> > Cover=Buy;
> > Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy); Short=ExRem
> > (Short,Cover);Cover=ExRem(Cover,Short);
> > 
> > The answer is probably very simple but I have for the time being 
a 
> > blind spot.
> > 
> > Willem jan



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