That´s me... You code has a little mistake at the BuyPrice and SellPrice. It takes the high and low values of the candle, and not exactly the closing values.
If you change it, your results will decrease a lot. Regards Jordao ----- Original Message ----- From: Ricardo Ribeiro Romero To: [email protected] Sent: Friday, May 07, 2010 4:52 PM Subject: Re: [amibroker] Re: Optimization [1 Attachment] [Attachment(s) from Ricardo Ribeiro Romero included below] Jordao, you're the Jordao in XTH ? I´m using the Optimization for stocks only. And after the walk forward the netprofit still high for me. On Fri, May 7, 2010 at 12:21 AM, Antonio Jordao Jr <[email protected]> wrote: Are you using it for stocks or futures? Sometimes the settings do all the difference on your results... Regards Antonio From: Ricardo Ribeiro Romero Sent: Thursday, May 06, 2010 11:13 PM To: [email protected] Subject: Re: [amibroker] Re: Optimization Tks Mike, another question. Can I trust the results ? The Net Profit to me is to high. :) On Thu, May 6, 2010 at 10:48 PM, Mike <[email protected]> wrote: Run your optimization, then scroll the results table all the way to the right. The last two columns will be the values used in each combination (i.e. range1, range2). Mike --- In [email protected], "Ricardo" <listaora...@...> wrote: > > Hi ALL. > > I´m new with AMIBROKER, I bought the software only few days ago, and it´s amazing what we can do. :) > > I´m trying to understand a optimization, and here is the best place to ask. > > Running the script below ( optimize button ) > -- > Range1=Optimize("range1",3,3,100,1); > Range2=Optimize("range2",6,6,100,1); > Buy = Cross((Close),(EMA(Close,range1))); > Buystop = Ref(EMA(Close,range1),-1); > BuyPrice = Max(Buystop,Low); > Sell = Cross(EMA(Close,range2),(Close)); > Sellstop = Ref(EMA(Close,range1),-1); > SellPrice = Min(sellstop,High); > Short = Sell; > Cover = Buy; > -- > > > How can I know what is the values for both EMA´s ? > > If I run a BT, and double click on some result for BT, will show the arrows, but how can I know what is the EMA´s value ? > > > Thanks in advance, > Ricardo. > Attachment(s) from Ricardo Ribeiro Romero 1 of 1 File(s) WalkForward.html
