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



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--- In amibroker@xxxxxxxxxxxxxxx, "nhall" <c-yahoo@xxx> wrote:
>
> 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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