Re: [amibroker] Optimization Help

["Steve Dugas" <sjdugas@xxxxxxxxxxx>]

Hi, your code gives buy sig not just on crossover but also on every bar 
where MA3 remains above the MA it just crossed. Similar result for sell 
sigs. Try it this way...

Buy = Cross( MA( Close , 3 ), MA( Close , MA1 ) );
Sell = Cross( MA( Close , MA2 ), MA( Close , 3 ) );

Steve

----- Original Message ----- 
From: "longarm61" <norm1@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, August 19, 2007 6:09 PM
Subject: [amibroker] Optimization Help


> Hello, complete AFL newbie here.  This should be a simple one.  If I
> have a system whereby a 3-bar MA crosses another MA to buy, and a 3-
> bar MA crosses a different MA to sell, how would I code the
> optimization to find the most profitable COMBINATION of MAs for the
> buy and sell?
>
> Here's how I attempted to do it--I know it's wrong, as it crunched
> numbers for about 2 hours but then gave me results that made no sense:
>
>
> MA1 = Optimize ( "MA", 50, 5, 200, 1 );
> MA2 = Optimize ( "MA", 50, 5, 200, 1 );
>
> Buy = MA( Close , 3 )  >  MA( Close , MA1 );
>
> Sell = MA( Close , 3 )  <  MA( Close , MA2 );
>
> Short = 0;
>
> Cover = 0;
>
>
> Thanks in advance for your patience and help.
>
>
>
> 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
>
>
>
> 




Please note that this group is for discussion between users only.

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