Pragma sequence for optimizing

AFL Programming
#1

Hi there,

is there a way to use the easy sequencing ( #pragma sequence ) in the optimization?
I use the Scan sequence to do the pre-calculation for all the symbols and want to optimize this calculation.
It would be nice to have a sequence that execute e.g. scan and then backtest with every optimization step.

Thanks
Sven

#2

You can sequence ENTIRE ACTIONS, not parts of actions. Optimization is ONE action, it can be used after SCAN, but not scan & optimization step interleaved.

You should refactor your code so it does not require that many scans. Consider using ONE scan instead of thousands for pre-calculation.

Having said that, single step of optimization is just BACKTEST.
You can interleave scans and backtests. You can even automate the process using OLE automation AmiBroker Object Model