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Re: [amibroker] Re: Optimization: relationship between parameters



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It limits the number of iterations to the extension required to
actually FIND OUT that you want to skip this. I.e. the formula needs
to be evaluated to find out that "Exclude" variable is true.
 
The "exclude" tells the backtester NOT to collect signals and not to perform actual portfolio backtesting.
This greatly increases the speed.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, March 17, 2009 9:37 PM
Subject: Re: [amibroker] Re: Optimization: relationship between parameters

Tomasz --
I just tried your suggestion.  It does not limit the search or the number of iterations.  It just sets the results of the excluded tests to zero.
-- Keith

redberryys wrote:

Oh, great, thank you, Tomasz!
--- In amibroker@xxxxxxxxxps.com, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> You can do this using this statement:
>
> Exclude = FastPeriod > SlowPeriod;
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "redberryys" <redberryys@...>
> To: <amibroker@xxxxxxxxxps.com>
> Sent: Tuesday, March 17, 2009 1:55 PM
> Subject: [amibroker] Optimization: relationship between parameters
>
>
> > Hi,
> > Is there any possibility to specify a relationship between optimization parameters? Many times, such a relationship makes sense -
> > for example, the length of a slow avg should be bigger than the length of a fast one.
> > Having relationships specified would limit the search space and provide more logical solution, reducing curve fitting as well.
> >
> > If it is not possible, - for Tomasz - how hard would it be to add this?
> >
> > Thank you,
> > Alex
> >
> >
> >
> > ------------------------------------
> >
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> >
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> >
> >
> >
>



__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





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