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Hello,
You will get what you need with what I have
suggested. Just export result list
(AA.Export)
after such optimization run.
It will include results of optimization run on
every symbol separately.
All you would need to do is to pick up maximum
values from such file (according to your choice of what "optimum" result
is)
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Monday, August 01, 2005 8:56
AM
Subject: Re: [amibroker] Optimisation
step by step -Tomasz
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
YAHOO! GROUPS LINKS
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