RE: [amibroker] Optimization or Backtest, which is faster ?

["Dave Merrill" <dmerrill@xxxxxxx>]

<SPAN 
class=725111019-22072004>Not that this answers your question, but I do that all 
the time just to avoid writing the results of some semi-random investigation 
onto disk as a backtest. Never noticed it being radically faster or slower than 
actually backtesting.
<SPAN 
class=725111019-22072004> 
<SPAN 
class=725111019-22072004>Dave Merrill
<BLOCKQUOTE 
>
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: HB <SPAN 
  class=725111019-22072004><FONT face="Courier New" 
  color=#0000ff> 
  <FONT face=Tahoma 
  size=2>Sent: Thursday, July 22, 2004 2:35 PMTo: AB 
  groupSubject: [amibroker] Optimization or Backtest, which is faster 
  ?
  <FONT face=Arial 
  size=2>Hello,
  <FONT face=Arial 
  size=2> 
  If I only want the 
  summary data for a backtest, which is faster to run, an optimization or a 
  backtest ?
  <FONT face=Arial 
  size=2> 
  An optimization to 
  get the summary data would have the form: optvar = Optimize("opt", 1, 1, 1, 
  0);
  <FONT face=Arial 
  size=2> 
  <FONT face=Arial 
  size=2>Thanks,
  HB


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