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You bet, TJ!
;-)
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 25, 2003 3:50
PM
Subject: Re: [amibroker] Atc Loop
Demo
sHerman,
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
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