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Input: ArrIncr1(1), ArrIncr2(4);
Array: Price(10000,4);
Price(Barnumber, 1) = Open;
Price(Barnumber, 2) = Close;
Price(Barnumber, 3) = High;
Price(Barnumber, 4) = Low;
If Price(Barnumber, ArrIncr1) > Price(Barnumber, ArrIncr2) then begin...
If Price(Barnumber, ArrIncr1) < Price(Barnumber, ArrIncr1)[1] then begin...
etc.
Something like that... then you could optimize on ArrIncr1 and ArrIncr2.
Of course, you could get tricky and reduce your testing time by noting that
Price(Barnumber, 4) will never be greater than the other array values for a
given bar, etc. but that's not necessary if you don't mind a little extra
testing time...
The Omega Man
----- Original Message -----
From: Volker Knapp <vk@xxxxxxxxxxxxxxxxxxxx>
To: Mark Brown <markbrown@xxxxxxxxxxxxx>; pierre.orphelin
<pierre.orphelin@xxxxxxxxxx>; Omega list <omega-list@xxxxxxxxxx>
Sent: Tuesday, June 08, 1999 2:44 AM
Subject: Filter
> I would like to ask the list and the two experts in EL wether they have
ant
> idea of the following:
>
> I would like to test different filters for my system. The filters should
be
> simple, such as :
>
> if C > O then begin or
> If C > C[1] then begin
>
> and so on.
>
> Sine this filters can have many variations, I am trying to get the O,H,L,C
> and respective O,H,L,C before as inputs, so that i can optimize them:
>
> Something like:
> O=1
> O[1] = 2
> O[2] = 3
>
> So that i can say:
>
> If 1>2 then begin
>
>
> Is there anyway to do that?
>
> Thanks
>
> Volker
>
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