Re: [amibroker] Sequential Optimizations for independent variables

["Ton Sieverding" <ton.sieverding@xxxxxxxxxx>]

Thanks for that one and something else about optimization Thomasz/Herman. I know how to get the built-in backtester statistics with GetValue. Let's say : 

 

RetValue      = st.getvalue("CAR");

 

But how do I get the values of both optimized values in underneath mentioned code ?

I tried the same way as above but failed. What I did was something like :

 

OptFast      = st.getvalue("fast");

OptSlow      = st.getvalue("slow");

 

But that did gave me errors. What's wrong with that ? Why ? The requested field is not available ? But didn't I initialize both fields in the Optimize instruction ? Both fields show up in the optimization list in AA. I don't understand what going wrong ...

 

SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
    bo = GetBacktesterObject(); 
    bo.Backtest();  
    st = bo.GetPerformanceStats(0); 

fast = Optimize("fast", 12, 5, 20, 1 );
slow = Optimize("slow", 26, 10, 25, 1 );

Regards, Ton.

 

 

----- Original Message -----

From: Tomasz Janeczko

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, March 04, 2008 2:19 PM

Subject: Re: [amibroker] Sequential Optimizations for independent variables

 

Opt = Optimize("TotalOpt",10,1,200,1);

 

switch( 1 )

{

 case TotalOpt <=100:

     Opt1 = TotalOpt;

     Opt2 = 10;

     break;

 case TotalOpt > 100:

          Opt1 = 10;

          Opt2 = TotalOpt - 100;

          break;

}

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Herman

To: AmiBroker User Group

Sent: Tuesday, March 04, 2008 2:10 PM

Subject: [amibroker] Sequential Optimizations for independent variables

Awhile back I suggested, on the feedback site, an option to perform sequential optimizations. The response was that this is already possible, however I can't figure out how. Can someone explain to me how to run the following two optimizations sequentially, that is independently, one after another?

Opt1 = Optimize("Opt1",10,1,100,1);

Opt2 = Optimize("Opt2",10,1,100,1);

Sequential optimization would only require 200 opt cycles, while the normal opt procedure is designed for dependent variables and requires 10,000 opt cycles. Sequential opts for independent variables would, in this case, be almost 100 times faster. I bet many users don't consider whether the opt variables are independent or not... doing so could turn a two hour opt into a 1 minute opt.

AFAIK, Opt()s cannot be if()d, and their arguments cannot be changed dynamically, right?

I must be (again) missing something obvious.

many thanks,

herman

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