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Thanks Fred. I obviously missed that excellent piece of code from
Graham!
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of Fred
| Sent: Tuesday, June 28, 2005 22:29
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: Optimizing
|
| Which would be equivalent to being able to write ...
|
| Per1 = optimize( "MA1", 10, 5, 20, 1 );
| Per2 = optimize( "MA2", 10, Per1 + 1, Per1 + 20, 1 );
|
| Which is equivalent to what Grahm wrote.
|
| --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
| > 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@xxxx> 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
| > |
| > |
| > |
| > |
|
|
|
|
| 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
|
|
|
|
Please note that this group is for discussion between users only.
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