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



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Thomas:
 
OK.  I thought that you were trying to output optimized values in a chart.
 
Bill
 
----- Original Message -----
From: "Thomas Ludwig" <Thomas.Ludwig@xxxxxx>
Sent: Sunday, March 11, 2007 10:03 AM
Subject: Re: [amibroker] Error message with ParamOptimize - why?

> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> > --
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>> > 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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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





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