Re: [amibroker] Optimise coding, AmiBroker Email List Archive

Hello Mr Herman,

The code has much faster execution and automation than the traditional method and was a real time saver . Thanks a lot.

Any other function statistic i should be knowing about that i can use similiar to the equity() mentioned about below in your code ,not for optimisation only but where i can park my temporary results for comparison and furthur filteration ?

Thanks for the code.

--- N !!

Herman van den Bergen <psytek@xxxxxxxx> wrote:

Hello Natasha, Going by equity of some other stat you can calculate yourself you can use an inline optimization. Below is a simple example. You could save the optimum parameter using a Static Variable for more general use... Best regards, herman // Inline optimization bestequity = 0; bestrange = 0; for( range = 10; range < 20; range ++ ) { Buy = Cross( Close, EMA( Close, range ) ); Sell = Cross( EMA( Close, range ), Close ); LastEquity = LastValue( Equity() ); if( LastEquity > bestequity ) { bestequity = LastEquity; bestrange = range; } E=Equity(1); AddColumn( BestRange, "R="+WriteVal(range,1.0)); AddColumn( BestEquity, "E="+WriteVal(range,1.0)); } Range = BestRange; Buy = Cross( Close, EMA( Close, range ) ); Sell = Cross( EMA( Close, range ), Close ); Filter = Status("LastBarInTest"); Plot(E,"",1,1); Title = Name() +", Best Equity: "+E+" at Range: "+Range; -----Original Message----- From: Natasha !! [mailto:dynomitedoll_ddd@xxxxxxxxx] Sent: Sunday, March 06, 2005 3:20 AM To: amibroker@xxxxxxxxxxxxxxx Subject: [amibroker] Optimise coding Hi, This is regarding Optimisation coding; Suppose i had a code like below to optimise; x=Optimize("x",10,10,100,1); Sell=Cross(z,x);Buy=Cross(x,z); Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy); Now here after optimisation i get the optimal value as suppose say 52 .Now i do a back test but this will consider the initial value 10 above in the Optimise function and then perform the back test. How do i code so that after optimisation the back test will use the optimised number viz 52 automatically and then perform the back test ?Currently with the above code i have to physically change the number and then perform the back-test. Thanks. --- N !!