Re: [amibroker] Data mining automation question

["Joe Landry" <jelandry@xxxxxxxxxxxxx>]

Then, from what you wrote I think you want a BUY when Newday occurs and setuptype is either a 1, 2,3 OR 4). 

Or the fact that SetupType is NOT zero.  

 

would this work? =

Buy = Newday AND Setuptype != 0;
Sell = Close;

 

Joe

 

----- Original Message -----

From: gucytribe

To: amibroker@xxxxxxxxxxxxxxx

Sent: Wednesday, April 08, 2009 7:54 AM

Subject: [amibroker] Data mining automation question

Hi,

I want to isolate specific price conditions and then use the optimizer to generate the results in order to automate data mining somewhat.

E.g.:

Newday = DateNum() != Ref(DateNum(),-1);
S1 = Ref(O,-1) > Ref(C,-1);
S2 = Ref(C,-1) > Ref(C,-2);
S3 = Ref(O,-1) > Ref(O,-2);
S4 = Ref(H,-1) > Ref(H,-2);

Setuptype = IIf(S1,1,IIf(S2,2,IIf(S3,3,IIf(S4,4,0))));
SetupIdentifier = Optimize("Setup",1,1,4,1);

Buy = Newday AND Setuptype == SetupIdentifier;
Sell = Close;

This works fine as long as S1, S2, S3 or S4 never occur at the same time (which in the above case they do). When they occur at the same time the Iif statement exits on the first occurrence resulting in a lot of occurrences of S2, S3, etc. not being included in the backtest.

Can anyone suggest another way to do this?

Many thanks.

Angus

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