PureBytes Links
Trading Reference Links
|
Cool, thanks For that Nigel. I Must be starting to get the hang of
AB now. Even if I wouldn't have thought of that , I can understand
the logic. :)
If I want to use that thinking to optimise a series of unrelated
numbers ( which is my main aim ) , could I assign those numbers to
represent the Nth expressions of a series and then optimize using
that series.
If so , any ideas how to code that.
See Change
--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
> On Mon, 18 Oct 2004 13:56, see_change007 wrote:
> > Tomaz
> >
> > Is it possible to optimize using non linear steps ?
> >
> > I have several variables which I want to do a "mega optimization"
> > for. For each varaible I have several levels which I'm
interested in
> > testing in relation with the others, but there isn't a consistent
> > linear step between the values for each variable.
> >
> > Can you set up the optimization to do this ?
> >
> > Also thought people might want to optimize on other non linear
series
> > like fibs.
> >
> > See Change
>
> The Optimize() function only does linear steps. If you need non-
linear,
> convert optimize's linear output to whatever non-linear function
you need.
>
> Eg.
>
> function fib(n) {
> // return the n'th Fibonacci number.
>
> // This function is good on amibroker up to n==32, when
rounding errors
> // start to accumulate and the correct answers have more than
6 digits.
> // (AB only has about 6 digits precision.)
>
> // the constants in the return statement are
> // 3.2360679 == 1 + sqrt(5);
> // -1.2360679 == 1 - sqrt(5);
> // 2.2360679 == sqrt(5);
>
> n = int(n);
> return int((3.2360679^n - -1.2360679^n) / (2^n * 2.2360679));
> }
>
> fibn = fib(Optimize("Fibonacci", 1, 1, 10, 1));
>
> Will set fibn to 1,1,2,3,5,8,13,21,34,55 for each optimise step.
> Then do whatever you want with the first 10 fibonacci numbers.
>
> Cheers,
> Nigel
>
> --
> Nigel Rowe
> rho@xxxx
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|