No, you cannot trust the results. The buy/sell price logic is incorrect. You are setting your Buy/Sell signal to be at the time of the cross. Therefore, the only price that you can use is the price at the time of the signal (i.e. the cross price).
Mike --- In [email protected], Ricardo Ribeiro Romero <listaora...@...> wrote: > > 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 <sfclimb...@...> 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] <amibroker%40yahoogroups.com>, "Ricardo" > > <listaoracle@> 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. > > > > > > > > > >
