|
PureBytes Links
Trading Reference Links
|
Hello,
I am afraid I don't understand what you are after.
You just have the data you need in the optimization output
- the table that is generated when you run the optimization - all in single
report (table) - that you can export to CSV or copy-paste to excel.
On the other if you are after running THREE systems in parallel
(actually the system with 3 different sets of values and "compose" the results)
you can write a script that uses OLE interface to run
backtest three times, export the result list to CSV file and add results
(can be done using Excel for example).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "dstricek12" <dstricek12@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, December 14, 2007 4:16 PM
Subject: [amibroker] Re: What after optimization is done ...
> Hm... maybe I was not clear enough.
>
> I can type one set of parameters from the optimization report, then
> do the testing, then again type another set from optimization then do
> the testing etc etc 5 times and at the end get 5 test reports
> that I have to examine, add profits, substract losses etc.
>
> That is not what Im trying to do.
> I think of more something like this:
>
>
> Each Set has 3 variables ( from Optimization report)
>
> Loop
> Scrolling through the AAPL stock data
> If conditions of Set1 or Set 2 or Set3 Set 4 or Set5 are met then
> Buy-Sell
>
> Scrolling further through the AAPL stock data
> If conditions of Set1 or Set2 or Set3 or Set 4 or Set5 are met on
> then Buy-Sell
>
> Scrolling further through the AAPL stock data till the last bar.
> Buy Sell
> End loop
>
> Then at the end I like to have all in one Single Report.
>
>
> Thnx for any help
>
> Drazen
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Hello,
>>
>> It is described in the User's guide
>> http://www.amibroker.com/guide/h_optimization.html
>>
>> "When you decide which combination of parameters suits your needs
> the best all you need to do is to replace the default values in
> optimize function calls with the optimal values. At current stage you
> need to type them by hand in the formula edit window (the second
> parameter of optimize function call)."
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: DrazenStricek12
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Friday, December 14, 2007 2:46 PM
>> Subject: [amibroker] What after optimization is done ...
>>
>>
>>
>>
>>
>> Hi
>> could someone enlight me on this problem:
>>
>> After Optimization is done ,for example :
>> X = Optimize("X", 10, 1, 20, 1);
>> Y = Optimize("Y", 100, 1, 200, 1);
>> Z = Optimize("Z", 1000, 1, 2000, 1);
>>
>> how to integrate into Trading system 5 sets of best Optimization
> results:
>> Set1: X=10;Y= 115; Y= 1350;
>> Set2: X=11;Y= 100; Y= 1450;
>> Set3: X=13;Y= 150; Y= 1445;
>> Set4: X=10;Y= 112; Y= 1500;
>> Set5: X=10;Y= 105; Y= 1100;
>>
>> The trading system should execute only when the preselected best
> sets conditions are met.
>>
>> Thank you for any help
>>
>> Drazen
>>
>
>
>
>
> 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
>
>
>
>
>
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/
|