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Hello Natasha,
Going by equity of some other stat you can calculate yourself you can use an
inline optimization. Below is a simple example. You could save the optimum
parameter using a Static Variable for more general use...
Best regards,
herman
// Inline optimization
bestequity = 0;
bestrange = 0;
for( range = 10; range < 20; range ++ )
{
Buy = Cross( Close, EMA( Close, range ) );
Sell = Cross( EMA( Close, range ), Close );
LastEquity = LastValue( Equity() );
if( LastEquity > bestequity )
{
bestequity = LastEquity;
bestrange = range;
}
E=Equity(1);
AddColumn( BestRange, "R="+WriteVal(range,1.0));
AddColumn( BestEquity, "E="+WriteVal(range,1.0));
}
Range = BestRange;
Buy = Cross( Close, EMA( Close, range ) );
Sell = Cross( EMA( Close, range ), Close );
Filter = Status("LastBarInTest");
Plot(E,"",1,1);
Title = Name() +", Best Equity: "+E+" at Range: "+Range;
-----Original Message-----
From: Natasha !! [mailto:dynomitedoll_ddd@xxxxxxxxx]
Sent: Sunday, March 06, 2005 3:20 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Optimise coding
Hi,
This is regarding Optimisation coding;
Suppose i had a code like below to optimise;
x=Optimize("x",10,10,100,1);
Sell=Cross(z,x);Buy=Cross(x,z);
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Now here after optimisation i get the optimal value as suppose say 52
.Now i do a back test but this will consider the initial value 10 above in
the Optimise function and then perform the back test. How do i code so that
after optimisation the back test will use the optimised number viz 52
automatically and then perform the back test ?Currently with the above code
i have to physically change the number and then perform the back-test.
Thanks.
--- N !!
Warm regards,
Natasha !
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