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Hello,
Yes it will work OK, but
unless you expand (timeframeexpand) buy/sell arrays the date/times reported in the trade
list won't be correct (although profit stats, etc will be fine).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "trikerito" <trikero@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 10, 2008 7:42 PM
Subject: [amibroker] Re: compression bar optimization
i answer my selft, but I prefer if somebody validate it
tj, please, read this, and sayme if it's ok.
i try a afl code that seems to work to optimize compression time
backtest
more o less i wrote
....
parameters to optimize and general conditions
...
t=optimize ("time",1,1,60,10);
timeframeset (t*60);
...
indicators and signal calculus
.....
timeframerestore ();
it seems work,but ¿?it's a valid and best method to do such
optimizations¿?
tanks
--- In amibroker@xxxxxxxxxxxxxxx, "trikerito" <trikero@xxx> wrote:
>
> Hi.
>
> sure they're yet published, but i don't found it.
>
> i'd like to optimize the compression bar time so, I test if my
sistems
> perform better at 120 minutes compression than at 60 minutes, or
30.....
>
> there some code to achieve such target, that time bar compression
was a
> another "optimize("......) parameter.
>
> thanks.
>
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