[amibroker] Keeping short period shorter than long period in Optimizations?

[Keith McCombs <kmccombs@xxxxxxxxxxxx>]

/* Consider optimizing a system with two periods, one shorter than the other.
for example: */
speriod = Optimize("Short Period", 9, 3, 36, 3); // 12 values
lperiod = Optimize("Long Period", 15, 6, 39, 3); // 12 values
if(speriod < lperiod){  // force zero trades when short not less than long
   Buy = Cross(EMA(C, speriod), EMA(C,Lperiod));
   Sell = Cross(EMA(C, Lperiod), EMA(C,speriod));
}
/* If I run an Optimization with the above code, I get 144 tests,
more than 1/2 with no trades. 

I can avoid the zero and redundant trades by instead writing the following:
*/
speriod = Optimize("Short Period", 9, 3, 36, 3); // 12 values
diff = Optimize("Short minus Long", 6, 3, 36, 3); // 12 values
lperiod = speriod + diff;
Buy = Cross(EMA(C, speriod), EMA(C,Lperiod));
Sell = Cross(EMA(C, Lperiod), EMA(C,speriod));
/*  but I still get 144 tests. More than 1/2 (lperiod > 39) I am not interested in.
Anybody know how to write this so just the 60 non-zero, non-redundant tests are performed?
*/


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