Robert,
Here’s your code with the syntax
corrected:
a = RelStrength("^ixic"); // today’s
relative strength
x = MA(a,5); // moving average of relative strength last 5
days
aa = Ref(a,-5); // relative strength 5 bars back
y = MA(aa,5); // moving average of relative strength starting 5
days ago.
Buy = Cross(x,y);
Sell = 0;
You do not have
any variables to optimize. As a suggestion, you could substitute the
moving average period and bars back with optimizing variables:
myPeriod = Optimize("MA Periods",5, 2, 50, 1);
myLookBack = Optimize("RSI bars back",5, 2, 50, 1);
a = RelStrength("^ixic"); // todays
relative strength
x = MA(a,myPeriod); // moving average of relative strength last myPeriod days
aa = Ref(a,-myLookBack); // relative strength myLookBack # of bars back
y = MA(aa,myPeriod); // moving average of relative strength starting myPeriod days ago.
Buy = Cross(x,y);
Sell = 0;
Regards,
David
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Robert
Sent: 03/22/2007 9:47 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] how to
optimize
I have had a go at trying to optimize the following
but I just can't
seem to get it to work any suggestion would be appreciated.
a = relativestrength(^ixic)- todays relative strength
x = ma(a,5); - moving average of relative strength last 5 days
aa = (a,-5); - relative strength 5 bars back
y = ma(aa,5); - moving average of relative strength starting 5 days
ago.
would like to optimize cross(x,y);
for a period default 10 min 5 max 20 but it seems every time I try to
get it to work I get error on error.
tia
Robert
__._,_.___
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
![]()
SPONSORED LINKS
__,_._,___