[amibroker] Re: Data mining automation question

["gucytribe" <angus@xxxxxxxxxxxxx>]

Hi Mike,

That's exactly what I was looking for:) Works perfectly.

Thanks.

Angus

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> I suspect that what you are looking for is to use the array S1 when SetupIdentifier is 1, S2 when SetupIdentifier is 2, etc.
> 
> If so, you can use dynamic variables instead of nested IIF.
> 
> e.g.
> SetupIdentifier = Optimize("Setup",1,1,4,1);
> Setuptype = VarGet("S" + SetupIdentifier);
> 
> Buy = Newday AND Setuptype;
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "gucytribe" <angus@> wrote:
> >
> > 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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