Optimized the parameter on specific date

AFL Programming
#1

Hi Experts,

I would like to customize the parameters to find out crossover signal on specific date. For example, I am looking for the parameters which given cross signal of MACD and Signal line on 1/7/2021 or Sell on 1/8/2021.
Sorry, if this topic is available some where in the forum since I tried to search but couldn't find out.
It may be silly but I was starting with "optimize".

Please help.
Thank you in advance

mfast = Optimize( "MACD Fast", 12, 8, 16, 1 );
mslow = Optimize("MACD Slow", 26, 17, 30, 1 );
sigavg = Optimize( "Signal average", 9, 2, 20, 1 );


Buy = Cross( MACD( mfast, mslow ) , Signal( mfast, mslow, sigavg ) );
Sell = Cross( Signal( mfast, mslow, sigavg ), MACD( mfast, mslow ) );
#2

If it's only 2 dates, the fastest way to do this is to plot the graph with a symbol on the desired dates, then plot the indicators and move manually the parameters until you get a signal on the date. The more variables used the easier will be.

#3

Thank you for your response, but for the manually it is facing with problem if I expert to get the same parameter for both Buy and Sell signal on the two specific days.
From what I am thinking, great Amibroker must be have the solutions something like loop or other to solve out my issue.

#4

Well, then you will have to get the indicator value in each trade, given that all trades were made with the same parameter. Have you searched for that in the forum ?

#5

As informed earlier, I tried to search but couldn't find out.

Thanks.

#6 
mfast = Optimize( "MACD Fast", 12, 1, 16, 1 );
mslow = Optimize("MACD Slow", 26, 1, 30, 1 );
sigavg = Optimize( "Signal average", 9, 2, 20, 1 );

dt = DateTime();

ma_cd = MACD( mfast, mslow );
sig = Signal( mfast, mslow, sigavg );

Buy = Cross(ma_cd, sig) AND DateTimeDiff(dt,_DT("2021-07-01")) == 0;
Sell = Cross(sig, ma_cd) AND DateTimeDiff(dt,_DT("2021-08-01")) == 0;
Short = Cover = 0;

Exclude = mfast > mslow;
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#7

Thank @fxshrat for your response, your suggestion helped me to figure out to catch the date of buy and sell. I will try to do the rest of works to get the parameters.

#8

Hi @fxshrat,

Instead of optimize I am trying to get the value of pd1 and pd2 via exploration as :

dt = DateTime();

for (pd1 = 1; pd1 <=50; pd1 ++){
for (pd2 = 1; pd2 <=50; pd2 ++){

Buy  = Cross (MA(C,pd1),MA(C,pd2)) AND DateTimeDiff(dt,_DT("2021-07-01")) == 0;
Sell = Cross(MA(C,pd2),MA(C,pd1))  AND DateTimeDiff(dt,_DT("2021-08-01")) == 0;

}
}
Filter = Buy AND Sell;

......

then I don't know how to continue to get the value of pd1 and pd2 display in the exploration table.

Please to help.
Many thank

#9

Exploration is not backtest/optimization.

If you want to do output of equity array per optimization variables then you might look here.
So first run optimization then run exploration.

1 Like
#10

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