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RE: [amibroker] Re: Optimizing



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The ultimate solution to your question is to allow variables in the
optimize statement such that it never tests an MA1 > MA2. This is not
currently possible as I understand it.

--
Terry

| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of Graham
| Sent: Tuesday, June 28, 2005 17:15
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: Re: [amibroker] Re: Optimizing
| 
| I think I understand your problem, you did not say it was the MA
| periods you were referring to, not the MA values
| 
| If you want one MA period larger than the other then set the optimise
| boundaries for each MA accordingly.
| 
| here is an example to ensure one MA period is larger than the other
| 
| Per1 = optimize( "MA1", 10, 5, 20, 1 );
| Per2 = Per1 + optimize( "MA2", 10, 1, 20, 1 );
| 
| 
| 
| 
| On 6/28/05, andreyoffline <offline@xxxxxxxxxx> wrote:
| > It does. But when firstma bigger than secondma, condition is never
| > true. So why to calculate, if from beginning you know that no trades
| > will be generated?
| >
| > Look at screenshot
| >
| >
| http://images10.fotki.com/v197/photos/4/474236/2175564/results28_06_2
| > 00515_19_49-vi.jpg
| >
| > -- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
| > > If it does not calculate it then how does it know to exclude it?
| > >
| > > On 6/28/05, andreyoffline <offline@xxxx> wrote:
| > > > If i add "firstma<secondma" to my buy condition, i get many
| blank
| > > > results, but its still take time to calculate.
| > > >
| > > > Buy = iif(firstma<secondma,MA(C,firstma)>MA(C,secondma),0);
| > > >
| > > > How to set optimizing values so tester will not even try to
| > > > calculate when firstma bigger than secondma?
| > > >
| > > >
| > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
| > wrote:
| > > > > just add the conditions that you require to your Buy statement
| > > > >
| > > > > On 6/28/05, andreyoffline <offline@xxxx> wrote:
| > > > > > Lets say I have system based on Moving Avarage crosses. I
| > want to
| > > > > > optimize periods lengths, but i dont want to test buy
| signals
| > > > when
| > > > > > slow MA above fast MA.
| > > > > >
| > > > > > firstma = Optimize("First MA", 10, 3, 50 ,1);
| > > > > > secondma = Optimize("Second MA", 30, 9, 150 ,1);
| > > > > >
| > > > > > How can i resolve this problem?
| > > > > >
| > > > > >
| > > > > >
| > > > > >
| > > > > > Please note that this group is for discussion between users
| > only.
| > > > > >
| > > > > > To get support from AmiBroker please send an e-mail directly
| > to
| > > > > > SUPPORT {at} amibroker.com
| > > > > >
| > > > > > For other support material please check also:
| > > > > > http://www.amibroker.com/support.html
| > > > > >
| > > > > >
| > > > > > Yahoo! Groups Links
| > > > > >
| > > > > >
| > > > > >
| > > > > >
| > > > > >
| > > > > >
| > > > > >
| > > > >
| > > > >
| > > > > --
| > > > > Cheers
| > > > > Graham
| > > > > http://e-wire.net.au/~eb_kavan/
| > > >
| > > >
| > > >
| > > >
| > > > Please note that this group is for discussion between users
| only.
| > > >
| > > > To get support from AmiBroker please send an e-mail directly to
| > > > SUPPORT {at} amibroker.com
| > > >
| > > > For other support material please check also:
| > > > http://www.amibroker.com/support.html
| > > >
| > > >
| > > > Yahoo! Groups Links
| > > >
| > > >
| > > >
| > > >
| > > >
| > > >
| > > >
| > >
| > >
| > > --
| > > Cheers
| > > Graham
| > > http://e-wire.net.au/~eb_kavan/
| >
| >
| >
| >
| >
| > Please note that this group is for discussion between users only.
| >
| > To get support from AmiBroker please send an e-mail directly to
| > SUPPORT {at} amibroker.com
| >
| > For other support material please check also:
| > http://www.amibroker.com/support.html
| >
| >
| > Yahoo! Groups Links
| >
| >
| >
| >
| >
| >
| >
| >
| 
| 
| --
| Cheers
| Graham
| http://e-wire.net.au/~eb_kavan/
| 
| 
| Please note that this group is for discussion between users only.
| 
| To get support from AmiBroker please send an e-mail directly to
| SUPPORT {at} amibroker.com
| 
| For other support material please check also:
| http://www.amibroker.com/support.html
| 
| 
| Yahoo! Groups Links
| 
| 
| 
| 




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