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Re: [amibroker] Error message with ParamOptimize - why?



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Thomas:
 
The T3 code is plotting but is it optimizing the period?  I don't think so.  Take a look, for example, at the "optimized" period when the market is changed - always get the default period.  See Feedback suggestion #675 - can't use ParamOptimize() for charting (don't know if this will ever change).  As for T3 vs Hull - probably something goofy in the Hull function.
 
Bill
 
 
----- Original Message -----
From: "Thomas Ludwig" <Thomas.Ludwig@xxxxxx>
Sent: Saturday, March 10, 2007 11:57 AM
Subject: [amibroker] Error message with ParamOptimize - why?

>I had actually asked this question a couple of weeiks ago but hadn't got an
> answer. Maybe this time someone has an idea - TJ???
>
> I'm using the ParamOptimize function in the following form:
>
> [quote]
> function popt( Titlename, default, minv, maxv, step )
> {
> return Optimize( Titlename,
> Param( Titlename, default, minv, maxv, step ),
> minv, maxv, step );
> }
> [/quote]
>
> I included it, e.g., in the T3 formula:
>
> [quote]
> #include <Paramoptimize.afl>
>
> function T3(price,periods)
> {
> s = popt("s",0.8,0.2,2,0.1);
> e1=EMA(price,periods);
> e2=EMA(e1,Periods);
> e3=EMA(e2,Periods);
> e4=EMA(e3,Periods);
> e5=EMA(e4,Periods);
> e6=EMA(e5,Periods);
> c1=-s*s*s;
> c2=3*s*s+3*s*s*s;
> c3=-6*s*s-3*s-3*s*s*s;
> c4=1+3*s+s*s*s+3*s*s;
> Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
> return ti3;
> }
>
> P = ParamField("Price field",-1);
> Periods = popt("Periods", 15, 2, 200, 1 );
> Plot(t3(p,periods),_DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
> ParamStyle("Style") );
> [/quote]
>
> ... and it plots perfectly okay.
>
> However, if I include it in the Hull MA formula like this:
>
> [quote]
> #include <ParamOptimize.afl>
>
> P = ParamField("Price field",-1);
>
> HullMA = HullMaFunction( P, Periods, Delay );
> Periods = popt("Periods", 15, 2, 200, 1 );
> Delay = popt("Delay", 0, 0, 10, 1 );
> X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods);
> HullMA = WMA(X,round(sqrt(Periods)));
> HullMA = Ref(HullMA,-Delay);Plot( HullMA, _DEFAULT_NAME(),
> ParamColor( "Color", colorCycle ),ParamStyle("Style") );
>
> space = Param("Graph Space", 10, 0, 25, 1);
> GraphXSpace = space;
> [/quote]
>
> ... and I try to plot this indicator I get the following error:
>
> [quote]
> Price:
> return Optimize(Titlename,
> Param(Titlename, default, minv, maxv, step),
> minv, maxv, step);
> }
> ^
>
> Error 32.
> Syntax error, probably missing semicolon at the end of the previous line
> [/quote]
>
>
> I'm probably blind but I'm not able to see why the same function works in one
> formula but doesn't work in the other. By the way: If I click the "Verify
> syntax" button in the editor for the Hull MA fomula I don't get any error
> message.
>
> Any idea what's going on here?
>
> Regards,
> Thomas
>
>
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