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The powers of d=2/(sqrt(5)+1) will give the Fib ratios.
This is a way to change a linear otimization to an actual Fib one.
Example:
d=2/(sqrt(5)+1);
n=Optimize("n",5,-5,5,1);
H1=ValueWhen(PeakBars(H,5)==0,H);
L1=ValueWhen(TroughBars(L,5)==0,L);
y=d^n*(H1-L1);
Buy=Cross(C,L1+y);Sell=Ref(Buy,-3);
For unrelated numbers you could use VarSet() and then VarGet()
functions.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "see_change007" <cvt@xxxx> wrote:
>
> 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
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