RE: [amibroker] Can this be done

[a a <swptec@xxxxxxxxx>]

Hi David,
   
  Thanks for your help. Do you have any suggestions on how the trading strategy can be further improved upon.
   
  Thanks.

dbw451 <dbw451@xxxxxxxxxxx> wrote:
              AmiBroker can do this very well and you have a good backtesting strategy.  AB?s optimization basically iterates a variable over a range of values.  For each variable you want to optimize, you specify a starting, ending, and increment value.  An AFL example would be:
  
  dRSIvalue = Optimize("RSI value", 14, 4, 30, 1);
  dRSI = RSI(dRSIvalue);
  
  I don?t think AI software is needed for what you want to do.
  
  Regards,
  
  David
  
      
---------------------------------
  
  From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of swptec
Sent: 02/19/2007 1:57 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Can this be done

  
        Hi,

I am new to Amibroker and don't know even if I am wording my question 
properly.

I want to optimize an indicator (say) like RSI for (say) a two year 
period from Jan 2003 to Jan 2005 and then do an out of sample backtest 
for the optimized indicator for the period Feb 2005 to Jan 2007.

Can such a thing be done?
Is it worth while trying such things?
Am I better of buy some Artificial Intelligence s/w for this purpose?

Thanks.

  



  

         

 
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