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The obvious thing you are missing is that 1 is probably the best
value ... When I ran your AFL with 10 tradables using straight AB
optimization that was the number it liked best for the Fitness you
picked ...
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> Support is not provided here ... This is NOT a forum for IO ...
Read
> the doc ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "nhall" <c-yahoo@> wrote:
> >
> > Hello,
> >
> > I've recently started using the "IO" (Intelligent Optimizer)
version
> > 2.2 add-on for AmiBroker, and it looks really cool, but I have a
> > problem getting it to produce useful results. Here is a very
simple
> > AFL example that I'll use in my example:
> >
> > -------------
> >
> > //IO: Fitness: CAR
> >
> > PositionSize = -10; // use a 10% position size
> >
> > RSI_low = Optimize("RSI Low", 1, 1, 100, 1);
> > RSI_high = 70;
> >
> > Buy = Cross( RSI(RSI_low), RSI(RSI_high));
> > Sell = Cross( RSI(RSI_high), RSI(RSI_low));
> >
> > -------------
> >
> > If I use IO to optimize this for *one symbol*, it works just fine
> and
> > converges on a solution for RSI_low. However, if I set the
Automatic
> > Analysis window to use either "All symbols" or a watchlist, IO
> > processes for a while and the answer it comes up with, no matter
> what,
> > is the *default* for the Optimize line in the AFL. For the example
> > above, it would come up with 1 for the RSI_low solution. If I
change
> > the default to 10, the solution it would arrive at is 10. If I
> create
> > a watchlist with just one symbol, the same symbol as I was using
> when
> > I had the Automatic Analysis window set to use the current
symbol,
> it
> > still does the same thing.
> >
> > I have read through the IO documentation several times yet feel
> like I
> > must be missing something obvious since I have to imagine most
> people
> > use IO to optimize over multiple symbols. Can anyone help me out?
> Thanks,
> >
> > Nick
> >
>
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