[amibroker] Problem using IO to optimize system using multiple symbols

["nhall" <c-yahoo@xxxxxxxxxxxxxx>]

Hello,

I've recently started using the "IO" (Intelligent Optimizer) version
2.2 add-on for AmiBroker, and it looks really cool, but I have a
problem getting it to produce useful results. Here is a very simple
AFL example that I'll use in my example:

-------------

//IO: Fitness: CAR

PositionSize = -10;  // use a 10% position size

RSI_low = Optimize("RSI Low", 1, 1, 100, 1);
RSI_high = 70;

Buy = Cross( RSI(RSI_low), RSI(RSI_high));
Sell = Cross( RSI(RSI_high), RSI(RSI_low));

-------------

If I use IO to optimize this for *one symbol*, it works just fine and
converges on a solution for RSI_low. However, if I set the Automatic
Analysis window to use either "All symbols" or a watchlist, IO
processes for a while and the answer it comes up with, no matter what,
is the *default* for the Optimize line in the AFL. For the example
above, it would come up with 1 for the RSI_low solution. If I change
the default to 10, the solution it would arrive at is 10. If I create
a watchlist with just one symbol, the same symbol as I was using when
I had the Automatic Analysis window set to use the current symbol, it
still does the same thing.

I have read through the IO documentation several times yet feel like I
must be missing something obvious since I have to imagine most people
use IO to optimize over multiple symbols. Can anyone help me out? Thanks,

Nick



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