[amibroker] Using different time frames as optimization parameters

["Carl Vanhaes" <carl.van@xxxxxxxxxx>]

Have you ever noticed that some systems work better on particular time
frames whatever the optimization settings?
For example system XYZ works perfectly on 5, 10 and 15 minutes charts 
for this particular symbol ABC, giving a high profit factor but then 
when tested on 30 minutes or higher time frame results deteriorate.
 
So using TimeframeSet I tired to optimize my system on 5,10,15....240 
minutes using TimeFrameSet in the formula:

timeframe = Optimize( "Time_frame", 300,60,3600,60 );
TimeFrameSet(timeframe);

I tried this and ran an optimisation; it seemed to work at first but 
gave totally inaccurate results: when I tested the system on the best 
time frame coming out of the optimisation it gave totally other (and of 
course worst) results.

Any advice, anyone tried this already?
Carl



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