[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Optimization Help



PureBytes Links

Trading Reference Links

Hello, complete AFL newbie here.  This should be a simple one.  If I 
have a system whereby a 3-bar MA crosses another MA to buy, and a 3-
bar MA crosses a different MA to sell, how would I code the 
optimization to find the most profitable COMBINATION of MAs for the 
buy and sell?  

Here's how I attempted to do it--I know it's wrong, as it crunched 
numbers for about 2 hours but then gave me results that made no sense:


MA1 = Optimize ( "MA", 50, 5, 200, 1 );
MA2 = Optimize ( "MA", 50, 5, 200, 1 );

Buy = 	MA( Close , 3 )  >  MA( Close , MA1 );

Sell = 	MA( Close , 3 )  <  MA( Close , MA2 );

Short = 0;

Cover = 0;


Thanks in advance for your patience and help.



Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/