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Re: [amibroker] Re: Optimization by Standard Error of Equity Line



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I will try these suggestions when I get home. Many thanks for those 
who helped me out. regards, Don.

--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian" 
<serkhoshian777@xxxx> wrote:
> --- doedau <don.edwards@xxxx> wrote:
> > I thought this would carry updated 'value' forward
> > but as usual I was 
> > wrong!
> 
> Hi Don,
> 
> Unfortunately, the only way to tackle this baby is to
> use looping (gulp!!).
> 
> As many folks smarter than I have posted before, you
> want to avoid looping unless absolutely necessary as
> it is slower than linear (e.g. 0 * 1 = 0) or vector
> math (e.g. iif(A, B, C) ).  
> 
> So, when do you have to loop?  In instances like this
> where today's result is dependent on a previous value
> of the result.  Take a look at the Parabolic stop
> example that Tomasz has provided for a better
> explaination.
> 
> Anyway, here's the looping code with an exploration to
> test the values.
> 
> Kind Regards,
> Gary
> 
> StopLevel[0] = 1.1 * C[0];
> 
> for(i = 1; i < BarCount; i++)
> {
> 	if(C[ i ] > StopLevel[ i - 1 ])
> 	{
> 		StopLevel[ i ] = C[ i ] * 1.1;
> 	}
> 	else
> 	{
> 		StopLevel[ i ] = StopLevel[ i -1 ];
> 	}
> }
> 
> Filter = 1;
> AddColumn(C, "Close", 5.2,colorDefault, IIf(C >
> Ref(StopLevel, -1), colorRed, colorDefault));
> AddColumn(C * 1.1, "New Stop Level if Prev Day Stop
> Level Penetrated", 5.2);
> AddColumn(StopLevel, "Stop Level", 5.2, colorDefault,
> IIf(StopLevel != Ref(StopLevel, -1), colorRed, colorDefault));
> 
> 
> 	
> 		
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