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Title: Re: [amibroker] turning in-sample analysis into out-of-sample
Put n=DateNum(); outside the loop.
herman
Monday, December 1, 2008, 9:39:26 AM, you wrote:
> Hi
> I go on with my purpose: to obtain accurate results from the walk
> forward analysis. I think I've got it: this is the code that inserts
> the optimal values of two variables into a standard analisys in-sample:
> for( i = 0; i < BarCount; i++ )
> {
> n=DateNum ();
> switch (n[i])
> {
> case (n[i] >= 1080901): stop=6; profit=5.5; break;
> case (n[i] >= 1080501): stop=3; profit=2.5; break;
> case (n[i] >= 1080101): stop=6;profit=3; break;
> case (n[i] >= 1070901): stop=5.5; profit=3.5; break;
> case (n[i] >= 1070501): stop=6; profit=2; break;
> case (n[i] >= 1070101): stop=2; profit=3.5; break;
> case (n[i] >= 1060901): stop=3.5; profit=2; break;
> case (n[i] >= 1060501): stop=4; profit=2.5; break;
> case (n[i] >= 1060101): stop=4; profit=2.5; break;
> case (n[i] >= 1050901): stop=3.5; profit=2.5; break;
> case (n[i] >= 1050501): stop=4; profit=3; break;
> case (n[i] >= 1050101): stop=10; profit=10; break;
> case (n[i] >= 1040901): stop=2; profit=2; break;
> case (n[i] >= 1040501): stop=2; profit=6; break;
> case (n[i] >= 1040101): stop=5; profit=2.5; break;
> default:
> stop=3; profit=2.5;printf("Stops optimos"); break;
> }
> /* Here, rest of the code, with sell, stops etc...*/
> As you can see, as the date advance, the stops and profits change with
> the values obtained in a Walk forward. This way, I can do analytical
> work with accurate results..
> The problem is that this code is very slow.
> Any idea to improve it?
> Thanks
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**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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
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