Hello, Yes it will work OK, but unless you expand (timeframeexpand) buy/sell arrays the date/times reported in the trade list won't be correct (although profit stats, etc will be fine).
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "trikerito" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Sunday, February 10, 2008 7:42 PM Subject: [amibroker] Re: compression bar optimization i answer my selft, but I prefer if somebody validate it tj, please, read this, and sayme if it's ok. i try a afl code that seems to work to optimize compression time backtest more o less i wrote .... parameters to optimize and general conditions ... t=optimize ("time",1,1,60,10); timeframeset (t*60); ... indicators and signal calculus ..... timeframerestore (); it seems work,but ¿?it's a valid and best method to do such optimizations¿? tanks --- In [email protected], "trikerito" <[EMAIL PROTECTED]> wrote: > > Hi. > > sure they're yet published, but i don't found it. > > i'd like to optimize the compression bar time so, I test if my sistems > perform better at 120 minutes compression than at 60 minutes, or 30..... > > there some code to achieve such target, that time bar compression was a > another "optimize("......) parameter. > > thanks. > 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
