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RE: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: RE: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?
  • From: "dingo" <dingo@xxxxxxxxxxx>
  • Date: Thu, 10 Jul 2008 15:23:39 -0400

PureBytes Links

Trading Reference Links

Are you sure that the individually optimized params will appear on the resultant report?
 
d


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Chris DePuy
Sent: Thursday, July 10, 2008 3:17 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?

Elizabeth, the short answer is yes.  It requires that you call out parameters that are specific to the ticker for each iteration the array processor goes through.
 
So, you'd do something like this for each ticker:
 

if (Name()=="AAPL")

{

period=Optimize("period",53,5,100,8);

}

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

Sent: Wednesday, July 09, 2008 11:45 PM
Subject: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?

Hello All,

I would greatly appreciate if someone can tell me wheather it is
possible to optimize a basket of stocks at individual stock level using
Amibroker. ie. to get separate optimal parameters for each stock in the
basket.

Thanks in advance

Elizabeth

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