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Re: [amibroker] Optimisation step by step -Tomasz



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Tomasz

Can we have access to the report's properties with the automation?
That will solve my problem.

Regards

Bernard

Tomasz Janeczko a écrit :
Hello,

Question is what "optimized value" is. Not necesarily one with highest profits
as you may be having other goals. The problem could be solved if everyone
used his / her own custom metric for system "goodness" however AmiBroker
can not expect that every user defined such. Also "optimized value" may be
different depending on testing period / other settings so it is safer
just to use default value - at least then everybody is 100% sure what value
is used, otherwise with this value being hidden somehow, I would be getting
endless support issues under "I am getting wrong results" subject.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Bernard Bourée" <bernard@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 31, 2005 7:16 PM
Subject: [amibroker] Optimisation step by step -Tomasz


>I have a suggestion for the OPTIMIZE AB function.
> THe help file give the following example:
> variable = optimize("my optimization var", 9, 2, 20, 1 );
> and says that the function return the default value in scan/ backtest
> mode and all the possible values in the optimization mode.
>
> It could be very nice if this function could return the OPTIMIZED VALUE
> in backtest mode.
> THis will allow to perform an automatic individual optimization for each
> stock.
> I don't know if it is possible ?
>
> --
> Bernard Bourée
> bernard@xxxxxxxxxx
> Mob: +33 6 09 11 05 91
>
>
>
>
> 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
>
>
>
>
>
>
>


-- 
Bernard Bourée
bernard@xxxxxxxxxx
Mob: +33 6 09 11 05 91 


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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