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So do you mean something like this?
FastPeriod = optimize("FastPeriod", 2,1,10000,1);
SlowPeriod = optimize("SlowPeriod", 10,1,10000,1);
Exclude = FastPeriod > SlowPeriod;
if( NOT Exclude )
{ Trading System Goes Here }
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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 -----
> From: Keith McCombs
> To: amibroker@xxxxxxxxxxxxxxx
> 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@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> 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@xxxxxxxxxxxxxxx>
> > 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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>
------------------------------------
**** 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)
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http://www.amibroker.com/devlog/
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