|
PureBytes Links
Trading Reference Links
|
That was my original comment. The excellent piece of code was this:
Per1 = optimize( "MA1", 10, 5, 20, 1 );
Per2 = Per1 + optimize( "MA2", 10, 1, 20, 1 );
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of Tomasz Janeczko
| Sent: Wednesday, June 29, 2005 08:48
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: Re: [amibroker] Re: Optimizing
|
| 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
|
|
| 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/
|