Thanks again, Tomasz - your comments clarify this issue completely! Best regards, Thomas
> Thomas, > > Yes, that's the key. If you use ParamOptimize then it behaves > like PARAM function - i.e. you need to use Parameters dialog > to reset values to defaults (Press "RESET" button), otherwise > ParamOptimize will work like Param - i.e. will return (old values). > > Also each indicator window and AA window parameters are > INDEPENDENT (which means that if you change indicator > parameters, AA parameters are NOT affected). > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "Thomas Ludwig" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, December 14, 2006 11:45 AM > Subject: Re: [amibroker] ParamOptimize - different backtest results > > > Thanks, Tomasz, > > Below is the code I was using. As mentioned, I backtested this formula > with the default values, replaced "Optimize" with "ParamOptimize" and got a > different backtest result. > > However, your remark: > >Note that BACKTEST in second case will use current param values, > > not the defaults. > > made me think about this matter once more. I'm not sure if this system was > plotted as an indicator when I performed these backtests. If the meaning of > your comment is that in this case "ParamOptimize" uses the (different) > param values of the plotted indicator and not the default values (=optimal > values > > >from the optimization which I had manually entered) then this is a trap I > > wasn't aware of. In order to evaluate this, I repeated the tests today > without the indicator plotted with different param values - and this time > the results were identical. So this is obviously the explanation I was > looking for. > > Thanks again! > > Greetings, Thomas > > > function ParamOptimize( TitleName, default, minv, maxv, step ) > {return Optimize( TitleName, Param( TitleName, default, minv, maxv, step ), > minv, maxv, step );} > > > function LinearRegReversal( array, period ) > { > Lr = LinearReg( array, period ); > return IIf( Lr >= Ref( Lr, -1 ), 1, -1 ); > } > > > p=Optimize("ER-Berechnungszeitraum",17,10,40,1); > > z=abs(C-Ref(C,-p)); > n=Sum(abs(C-Ref(C,-1)),p); > > ER=z/n; > d=Optimize("Glättung",21,15,30,2); > ER=EMA(ER,d); > > per=Optimize("LRR-Period",120,60,120,2); > per=round(per/ER); > LRR=LinearRegReversal(C,per); > > Plot( LRR, "LR Reversal mit ER", colorBlue); > PlotGrid(1); > PlotGrid(-1); > GraphXSpace=10; > > SetTradeDelays(1, 1, 1, 1); > Buy=LRR ==1; > Sell=LRR ==-1; > Cover=Short=0; > > Buy1=ExRem(Buy,Sell); > Sell1=ExRem(Sell,Buy); > shape = Buy1 * shapeUpArrow + Sell1 * shapeDownArrow; > > //Plot( Close, "Price", colorBlack, styleCandle ); > > PlotShapes( shape, IIf( Buy1, colorGreen, colorRed ), 0, 0 ); > > > Send full code you are using. The reason may be invalid formula > > (for example using same names for different params). > > You are not saying whenever you run BACKTEST or OPTIMIZE. > > > > Note that BACKTEST in second case will use current param values, > > not the defaults. > > > > Best regards, > > Tomasz Janeczko > > amibroker.com > > ----- Original Message ----- > > From: "Thomas Ludwig" <[EMAIL PROTECTED]> > > To: <[email protected]> > > Sent: Wednesday, December 13, 2006 9:02 PM > > Subject: [amibroker] ParamOptimize - different backtest results > > > > > In the Amibroker Feedback Center is a request for an "Optimizable > > > Param()" . Graham and Tomasz pointed out that this functionality > > > already exists via the following function: > > > > > > function ParamOptimize( TitleName, default, minv, maxv, step ) > > > {return Optimize( TitleName, Param( TitleName, default, minv, maxv, > > > step ), minv, maxv, step );} > > > > > > As a matter of fact I had used this function before but had had > > > problems with it. Now I took the opportunity to try it out again. I > > > tested a trading system at first with using "Optimize" and performed a > > > second backtest where I replaced "Optimize" with "ParamOptimize" > > > without any other changes. The results of both backtests were > > > completely different! This is true regardless if I copy above function > > > into the formula editor or use it via #include <ParamOptimize.afl> > > > (this file is in my Formulas/Include" folder). > > > > > > Could anybody try out if he/she is confronted with the same problem? If > > > yes - what could be wrong here? > > > > > > Thanks in advance. > > > > > > Greetings, Thomas > > > > > > > > > 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 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 > > > > 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 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 > > 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 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 > > > > > > > > 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 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 > > >
