AmiBroker can do this very well and you have a good backtesting strategy.
AB's optimization basically iterates a variable over a range of values. For
each variable you want to optimize, you specify a starting, ending, and
increment value. An AFL example would be:
dRSIvalue = Optimize("RSI value", 14, 4, 30, 1);
dRSI = RSI(dRSIvalue);
I don't think AI software is needed for what you want to do.
Regards,
David
_____
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of swptec
Sent: 02/19/2007 1:57 AM
To: [email protected]
Subject: [amibroker] Can this be done
Hi,
I am new to Amibroker and don't know even if I am wording my question
properly.
I want to optimize an indicator (say) like RSI for (say) a two year
period from Jan 2003 to Jan 2005 and then do an out of sample backtest
for the optimized indicator for the period Feb 2005 to Jan 2007.
Can such a thing be done?
Is it worth while trying such things?
Am I better of buy some Artificial Intelligence s/w for this purpose?
Thanks.
