|
Title: Re: [amibroker] Using optimal variables ?
I think most of the time we calculate the stop value based on ATR(), or some other volatility measurement.
However, you can indeed use a switch statement, you might want to use the DateNum() which increases so that you can use simple > and < than comparisons.
Best regards,
herman
Thursday, November 27, 2008, 5:38:31 PM, you wrote:
> Hello
> I use very much the walk forward optimization, and I think that only
> out-of-sample data are useful data to know how your system behaves.
> So, I want to add to my system's code, both the two variables I
> optimize, changing their value as the date change.
> e.g, from 1-1-1999 to 3-31-1999, stoploss must be 5% and stopprofit,
> 3%. And, from 4-1-1999 to 6-30-1999, the values must change, 4.5% and
> 2%, for example.. and so on..
> I suppose using the switch command and some kind of variables I could
> change my stoploss and stopprofit parameters when the date change, but
> I haven't seen any similar example..
> Any idea?
> Thanks
> ------------------------------------
> **** 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
> *********************************
> 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/
__._,_.___
**** 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
*********************************
![]()
__,_._,___
|