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In the Amibroker Feedback Center is a request for an "Optimizable Param()" .
Graham and Tomasz pointed out that this functionality already exists via the
following function:
function ParamOptimize( TitleName, default, minv, maxv, step )
{return Optimize( TitleName, Param( TitleName, default, minv, maxv, step ),
minv, maxv, step );}
As a matter of fact I had used this function before but had had problems with
it. Now I took the opportunity to try it out again. I tested a trading system
at first with using "Optimize" and performed a second backtest where I
replaced "Optimize" with "ParamOptimize" without any other changes. The
results of both backtests were completely different! This is true regardless
if I copy above function into the formula editor or use it via #include
<ParamOptimize.afl> (this file is in my Formulas/Include" folder).
Could anybody try out if he/she is confronted with the same problem? If yes -
what could be wrong here?
Thanks in advance.
Greetings, Thomas
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