I've successfully used this kludge in the past.
a = optimize("a", 10, 1, 20, 1);
bminusa = optimize("bminusa", 10, 1, 20, 1);
cminusb = optimize("cminusb", 10, 1, 20, 1);
b = a + bminusa;
c = b + cminusb;
It would be so much nicer to be able to do:
a = optimize("a", 10, 1, 20, 1);
b = optimize("b", 20, a+1, 40, 1);
c = optimize("c", 30, b+1, 60, 1(;
But you can't because optimize() will not accept a variable parameter.
-- Keith
On 7/9/2010 17:46, Mike wrote:
To get you on your way to the more important stuff, the quick and
dirty solution would be to just add the constraints to your Buy logic.
e.g.
Valid = A < B AND B < C AND ...;
Buy = ... AND Valid;
Your optimization will blindly evaluate unnecessary combinations. But,
if the optimization time is not a factor, then this is a foolproof way
to get you to the next step without dickering around with clever coding.
Otherwise, you can try to derive the later values as a function of the
earlier values and reduce the number of optimized variables.
e.g.
b = 3 * a;
Similarly, if you know that you will have enough bars in the
optimization period you could reduce the optimized variables to a
single index into predefined arrays.
Regardless of whether or not you use the elements, predefined arrays
can have at most as many elements as there are bars under study. So,
if your range is 3 bars wide, you can only have 3 values in your a,b,c
arrays.
e.g.
a[0] = 5; b[0] = 32; c[0] = 123;
...
a[9] = 14; b[9] = 41; c[9] = 132;
i = Optimize("index", 0, 0, 9, 1);
varA = a[index];
varB = b[index];
varC = c[index];
Or, use file operations fopen, fgets, fclose to read the values from
file based on a single optimized variable (e.g. index). This would
probably kill performance though.
Mike
--- In [email protected] <mailto:amibroker%40yahoogroups.com>,
"jh2222jh" <jh222...@...> wrote:
>
> Suggestions on how to program the following?
>
> "a must be less than b, which must be less than c, etc."
>
> I'm optimizing a, b, c, and d, but the numerical value of each must
be from smallest to largest, otherwise the optimization is worthless.
Therefore it's either true or false, and only optimizes values of the
variables that maintain the "true" nature of the increasing value of
each variable.
>
> Thanks for any suggestions.
>
> J
>
