|
PureBytes Links
Trading Reference Links
|
Which is of course why I wrote ...
Which would be equivalent to BEING ABLE TO write ...
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|