/* create AB object */
AB = new
ActiveXObject("Broker.Application");
/* retrieve automatic analysis object */
AA =
AB.Analysis;
/* load formula from external file
*/
AA.LoadFormula("afl\\macd_c.afl");
/* optional: load settings */
//
AA.LoadSettings("the_path_to_the_settings_file.abs");
/* set apply to and range */
//AA.ApplyTo = ; // use
filters
//AA.RangeMode = 0; // use all available quotes
/* run backtest and display report
*/
AA.Optimize(1);
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, July 31, 2005 9:42 PM
Subject: Re: [amibroker] Optimisation
step by step -Tomasz
Hello
Tomasz thanks for your reply.
Yes I understand that
the "optimized value" could be different.
But keeping the existing values
calculated by the actual optimizer, how can I achieve my goal of performing an
individual optimization for each stock
?
Regards
Bernard
Tomasz Janeczko a écrit :
Hello,
Question is what "optimized value" is. Not
necesarily one with highest profits
as you may be having other goals. The
problem could be solved if everyone
used his / her own custom metric for
system "goodness" however AmiBroker
can not expect that every user
defined such. Also "optimized value" may be
different depending on
testing period / other settings so it is safer
just to use default value
- at least then everybody is 100% sure what value
is used, otherwise with
this value being hidden somehow, I would be getting
endless support
issues under "I am getting wrong results" subject.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Bernard Bourée" <bernard@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent:
Sunday, July 31, 2005 7:16 PM
Subject: [amibroker] Optimisation step by
step -Tomasz
>I have a suggestion for the OPTIMIZE AB
function.
> THe help file give the following example:
> variable
= optimize("my optimization var", 9, 2, 20, 1 );
> and says that the
function return the default value in scan/ backtest
> mode and all the
possible values in the optimization mode.
>
> It could be very
nice if this function could return the OPTIMIZED VALUE
> in backtest
mode.
> THis will allow to perform an automatic individual
optimization for each
> stock.
> I don't know if it is possible
?
>
> --
> Bernard Bourée
> bernard@xxxxxxxxxx
> Mob: +33 6
09 11 05 91
>
>
>
>
> 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 other support material please check
also:
> http://www.amibroker.com/support.html
>
>
>
Yahoo! Groups Links
>
>
>
>
>
>
>
--
Bernard Bourée
bernard@xxxxxxxxxx
Mob: +33 6 09 11 05 91
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 other support material please check also:
http://www.amibroker.com/support.html
YAHOO! GROUPS LINKS