Tomasz --
Sorry, I ran only a short test. Therefore, only saw AA's spread sheet
results. And didn't notice the speed increase.
Would it be possible to exclude the posting of null results from AA's
spread sheet as well?
-- Keith
Tomasz Janeczko wrote:
It limits the number of iterations to the extension required to
actually FIND OUT that you want to skip this. I.e. the formula needs
to be evaluated to find out that "Exclude" variable is true.
The "exclude" tells the backtester NOT to collect signals and not to
perform actual portfolio backtesting.
This greatly increases the speed.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
*From:* Keith McCombs <mailto:[email protected]>
*To:* [email protected] <mailto:[email protected]>
*Sent:* Tuesday, March 17, 2009 9:37 PM
*Subject:* Re: [amibroker] Re: Optimization: relationship between
parameters
Tomasz --
I just tried your suggestion. It does not limit the search or the
number of iterations. It just sets the results of the excluded
tests to zero.
-- Keith
redberryys wrote:
Oh, great, thank you, Tomasz!
--- In [email protected]
<mailto:[email protected]>, "Tomasz Janeczko"
<gro...@...> wrote:
>
> Hello,
>
> You can do this using this statement:
>
> Exclude = FastPeriod > SlowPeriod;
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "redberryys" <redberr...@...>
> To: <[email protected]
<mailto:amibroker%40yahoogroups.com>>
> Sent: Tuesday, March 17, 2009 1:55 PM
> Subject: [amibroker] Optimization: relationship between parameters
>
>
> > Hi,
> > Is there any possibility to specify a relationship between
optimization parameters? Many times, such a relationship makes
sense -
> > for example, the length of a slow avg should be bigger than
the length of a fast one.
> > Having relationships specified would limit the search space
and provide more logical solution, reducing curve fitting as well.
> >
> > If it is not possible, - for Tomasz - how hard would it be to
add this?
> >
> > Thank you,
> > Alex
> >
> >
> >
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