Re: [amibroker] optimisation not working correctly?

[Grant Noble <gruntus@xxxxxxxxxxx>]

Um.. try using exRemSpan instead of exRem and drop the loop code. Just an idea. G

foxblade2000invest wrote:
> I'm trying to optimise with the folowing code. When I look at the
> results, the winning and losing average bars (which should be fixed)
> does not correspond at all with the "length" parameter, which should
> govern it?
> 
> The code is as follows;
> 
> PB=Optimize("PB",0.99,0.97,0.998,0.002);
> Length=Optimize("Length",12,3,15,1);
> 
> Cond1=Ref(C,-1)<PB*Ref(C,-2);
> Cond2=C>Ref(C,-1);
> 
> 
> Buy = Cond1 AND Cond2;
> Sell = False;
> inTrade = False;
> bcnt = 0;            
> 
> for (i = 0; i < BarCount; i++)
> { if (inTrade)     
>  {
>  Buy[i] = False;              
> }
> if (++bcnt == Length)
> {inTrade = False;
> Sell[i] = True;
> }else
> {
> if (Buy[i])
> {inTrade = True;bcnt = 0;
> }
>     }}
> 
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> 
> Can anyone help?
> 
> Thanks,
> Rich
> 
> 
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