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



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Bill,

We discussed that topic before, and I understand that you critisize that AB 
isn't able to automatically insert the optimized value into the formula. 
That's true, but aside from that it usually works for me well as a 
timesaver -  with the exception of some cases I can't explain. (See the 
example in my answer to Graham.) But I hope that I will be able to solve 
these problems, too, with the help of this great forum.

Greetings, Thomas

> 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>
> To: <amibroker@xxxxxxxxxxxxxxx>
> 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
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.446 / Virus Database: 268.18.7/711 - Release Date: 3/5/2007
> > 9:41 AM




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