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Yes, I wish to run few parallel systems and after that to compose
results from them!
Thank you
Drazen
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> 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@xxx>
> 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@>
> > 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.
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