|
PureBytes Links
Trading Reference Links
|
Herman,
Thank you for this contribution, but... I guess I need to
release 4.33 quickly so everyone
can run multiple nested loops quicker and without 'hard disk
dance' effect :-)
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Amibroker@xxxxxxxxxxxx Com
Sent: Saturday, April 26, 2003 6:29
AM
Subject: [amibroker] Atc Loop Demo
DT Challenged me
for a loop demo :-) so here is one, attached.
<SPAN
class=780001204-26042003>
This shows how to
optimize a system using loops, substitute your own trading system and vary the
parameter's function and values. This was my first application for testing the
new looping function. Here I use a Loop in an Exploration to optimize the
system to three degrees. As i go along I save the best Equities obtained with
the 2nd and 3rd opt parameters in a stock-specific Calibration file - using
the AddToComposite(). I read back the data from the Composite and display the
results in The result table.
<SPAN
class=780001204-26042003>
The lower part is
repeats the trading system and shows how you can read back parameters and use
them into your system.
<SPAN
class=780001204-26042003>
Throughout you
will find some tricks, such as to display zero-based exploration data at
the current date range in your result table.
<SPAN
class=780001204-26042003>
Now you ask: why
do all this work? Some reasons:
<SPAN
class=780001204-26042003>
1) You can
backtest groups of stocks and save their individual optimization values
(somebody wished for this on the list)
2) You don't ever
have to type in optimized values, they are read from your
disk.
3) Opt1 in the
Optimization part is, in this demo, assigned to a period, but it could
just as well be the value of a trend indicator. This would allow you to create
calibration values to perform under various trending conditions. You would
optimize a large number of stocks and create (automatically) a calibration
file for each stock. Then when you are using your trading system you would
obtain the Opt1 from your trending indicator and based on it, you would select
the other two parameters. What do you have: an adaptive trading
system.
<SPAN
class=780001204-26042003>
Have fun, I hope
some others can explain any questions that may come up. I have to get back to
another project :-)
<SPAN
class=780001204-26042003>
best
regards,
<SPAN
class=780001204-26042003>Herman.
<SPAN
class=780001204-26042003>
Ps. If you click
the Check button you'll get a Look-Ahead error, I believe this is due to the
using the Atc. The trading system is incidental anyway - you should substitute
your own!Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|