The values are available as a result of OPTIMIZE
function:
fast = Optimize("fast", 12, 5, 20, 1 ); // 'these are values of opt
variables
slow = Optimize("slow", 26,
10, 25, 1 );
(note optimize calls should be on
GLOBAL level (i.e OUTSIDE "if" of custom backtest
proc)
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, March 04, 2008 9:14
PM
Subject: Re: [amibroker] Sequential
Optimizations for independent variables
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 -----
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 -----
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