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Re: [amibroker] Re: optimisation not working correctly?



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Trading Reference Links

Hello,

"Parameters" in AA only show what you have defined using Param() functions.


As far as optimization is considered, this is MUST READ part of the manual

http://www.amibroker.com/guide/h_optimization.html

"When you decide which combination of parameters suits your needs the best all you need to do is to replace the default values in 
optimize function calls with the optimal values. At current stage you need to type them by hand in the formula edit window (the 
second parameter of optimize function call)."

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "reinsley" <reinsley@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 18, 2008 8:46 AM
Subject: [amibroker] Re: optimisation not working correctly?


>
> Did you check that the optimizer run the good set of param ?
> To do so, click on Parameters button into AA.
> If your params are not the good set, click pick to reload your formula
> and check again.
>
> Hope it helps
>
> Regards
>
> --- In amibroker@xxxxxxxxxxxxxxx, "foxblade2000invest" <foxblade@xxx>
> 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
>>
>
>
>
> ------------------------------------
>
> 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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