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Note that this (using variables instead of constants as min and max parameters):
> | Per1 = optimize( "MA1", 10, 5, 20, 1 );
> | Per2 = optimize( "MA2", 10, Per1 + 1, Per1 + 20, 1 );
does not work because Optimize reads its arguments once only (at the very beginning
of optimization)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Terry" <MagicTH@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 29, 2005 4:00 PM
Subject: RE: [amibroker] Re: Optimizing
> 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.
>
> 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
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