RE: Multiple filter optimisation

["Philippe" <Synergy@xxxxxxxxxxxxxxxx>]

but it doesn't seem to be able to let
> you selectively set some filters on and off and then optimise the
> others.
*********************
I can think of at least two way of doing it with the ready made code.
Usually the code allow you to do all what you want in Multi variables
optimization at a cost of a minimal manual adjustment to specific needs.
If you give a concrete example of what exactly you want to do , I will
return the way to do it with the code.
Best regards
Philippe
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> -----Message d'origine-----
> De : Ian Waugh [mailto:ianwaugh@xxxxxxxxx]
> Envoyé : mardi 15 juin 2004 02:01
> À : omega-list@xxxxxxxxxx
> Cc : ianwaugh@xxxxxxxxx
> Objet : Re: Multiple filter optimisation
> 
> Hi Alex,
>        Many thanks. I actually tried Philippe's code since it was ready
> -made (:-) - heckuva lot of clever copying & pasting in there, Phillippe
> (:-), many thanks to you, too - 

but it doesn't seem to be able to let
> you selectively set some filters on and off and then optimise the
> others. Your version seems to allow for that, Alex, is that right?
> 
> I ask because I can't quite see how to put it together in that way...
> (:-( Sorry to be so dense. Would it be possible to give an example using
> maybe three conditions, something concrete I can build on?
> 
> Thanks.
> 
> All the best,
> Ian
> 
> > Ian:
> > > I have a system that includes several filters such as:
> > >
> > > cond1­x>adx[1]
> > > cond2=h>h[1]
> > > cond3=mom>mom[1]
> > > cond4=
> > > cond5=
> > >
> > > and so on.
> >
> > ...and you want to test all combinations, cond1+cond2,
> > cond1+cond4+cond5,
> > etc.
> >
> > This is easy to do.  All you need to do is have a switch parameter for
> > each condition.  In the optimization, the start value for each switch
> > is
> > 0, the end value is 1, and the increment is 1.  So each switch will
> > have
> > the values 0 or 1 during the optimization.
> >
> > Then in your strategy, you use those switches to include or ignore the
> > associated conditions.  i.e.
> >
> > combined_condition = iff(switch1=1, cond1, true);
> > combined_condition = combined_condition and iff(switch2=1, cond2,
> > true);
> > combined_condition = combined_condition and iff(switch3=1, cond3,
> > true);
> > combined_condition = combined_condition and iff(switch4=1, cond4,
> > true);
> > combined_condition = combined_condition and iff(switch5=1, cond5,
> > true);
> > ...and so on.
> >
> > The final result of combined_condition will be true if ALL of the
> > conditions that were switched on (switchX=1) are true.
> > combined_condition
> > will be false if any of the switched-on conditions are false.
> >
> > -Alex
> >
> >
> >