PureBytes Links
Trading Reference Links
|
Hi
I go on with my purpose: to obtain accurate results from the walk
forward analysis. I think I've got it: this is the code that inserts
the optimal values of two variables into a standard analisys in-sample:
for( i = 0; i < BarCount; i++ )
{
n=DateNum ();
switch (n[i])
{
case (n[i] >= 1080901): stop=6; profit=5.5; break;
case (n[i] >= 1080501): stop=3; profit=2.5; break;
case (n[i] >= 1080101): stop=6;profit=3; break;
case (n[i] >= 1070901): stop=5.5; profit=3.5; break;
case (n[i] >= 1070501): stop=6; profit=2; break;
case (n[i] >= 1070101): stop=2; profit=3.5; break;
case (n[i] >= 1060901): stop=3.5; profit=2; break;
case (n[i] >= 1060501): stop=4; profit=2.5; break;
case (n[i] >= 1060101): stop=4; profit=2.5; break;
case (n[i] >= 1050901): stop=3.5; profit=2.5; break;
case (n[i] >= 1050501): stop=4; profit=3; break;
case (n[i] >= 1050101): stop=10; profit=10; break;
case (n[i] >= 1040901): stop=2; profit=2; break;
case (n[i] >= 1040501): stop=2; profit=6; break;
case (n[i] >= 1040101): stop=5; profit=2.5; break;
default:
stop=3; profit=2.5;printf("Stops optimos"); break;
}
/* Here, rest of the code, with sell, stops etc...*/
As you can see, as the date advance, the stops and profits change with
the values obtained in a Walk forward. This way, I can do analytical
work with accurate results..
The problem is that this code is very slow.
Any idea to improve it?
Thanks
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|