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TimeFrameSet does NOT change the periodicity of the test.
It compresses OHLC arrays allowing to MIX different time frames
in single formula.
TimeFrameSet MUST be accompanied with TimeFrameExpand
See the user's guide:
http://www.amibroker.com/guide/h_timeframes.html
The test is performed in periodicity selected with the SETTINGS PAGE.
====================================================
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Carl Vanhaes" <carl.van@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 24, 2008 9:47 AM
Subject: [amibroker] Using different time frames as optimization parameters
> 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
>
>
>
> ------------------------------------
>
> 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.
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:
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For other support material please check also:
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