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I thought that I'd try to upload a few things to AmibrokerU.com that are related to some of the posts of the last week or two.
In Free Articles - PercentRank
There have been a couple of requests over the last month for the equivalent of the Excel PercentRank function. Getting a high performance version of this made a great case study for how to eliminate looping over bars in a function. This coding pattern is found in many applications, and this article walks through how to transform the brute-force nested looping to an array approach and achieve very significant performance gains.
In Free Presentations - Optimization 101 - Part 1
Trading system optimization has been the subject of frequent posts over the last couple of days. Howard has made a very good, detailed presentation about this in the past and is about to make what I'm sure will be a great one over several days in Australia in a few weeks.
The relatively short presentation that I uploaded is an overview of some of the topics that have been discussed on the board. If you are relatively new to optimization, this might prove useful. It also introduces the idea of "sensitivity adjusted fitness", which I consider very important and have used in systems that I've traded over the last couple of years.
Hope you find these two Free Library uploads interesting.
-- BruceR
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