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Tomasz
I made myself unclear.
What I need is to perform an individual optimization on each stock and
to retrieve each optimized value to build a new indicator that I will
apply on a defined stock.
I'l give you an example:
On each stock of a WL I calculate the RSI and two MA (one shor and one
long).
I define a buy/sell rule on the cross over of the two MA.
The periods of RSI and two MA should be optimized.
Then I build a new indicator that give me the sum of the buy / sell on
each bar.
Then I use this indicator for a buy/sell rule on one stock.
So , in order to achieve that, I need to have access to the "results" ,
that is the otimized periods through the automation model. If I have to
read it on each report manually, the process will be too long.
Regards
Bernard
Tomasz Janeczko a écrit :
Hello,
Run optimization from OLE automation
passing 1 in type parameter.
It will run individual optimization
then automatically.
See:
/* create AB object */
AB = new ActiveXObject("Broker.Application");
/* retrieve automatic analysis object */
AA = AB.Analysis;
/* load formula from external file */
AA.LoadFormula("afl\\macd_c.afl");
/* optional: load settings */
// AA.LoadSettings("the_path_to_the_settings_file.abs");
/* set apply to and range */
//AA.ApplyTo = ; // use filters
//AA.RangeMode = 0; // use all available quotes
/* run backtest and display report */
AA.Optimize(1);
Best regards,
Tomasz Janeczko
amibroker.com
-----
Original Message -----
Sent:
Sunday, July 31, 2005 9:42 PM
Subject:
Re: [amibroker] Optimisation step by step -Tomasz
Hello
Tomasz thanks for your reply.
Yes I understand that the "optimized value" could be different.
But keeping the existing values calculated by the actual optimizer, how
can I achieve my goal of performing an individual optimization for each
stock ?
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
--
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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