Formula for optimizers

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  • #217354 quote
    phoentzs
    Participant
    Master

    Can someone please write me a formula that makes the following usable for the optimizer:

    Average[period,type](pricetype)

     

    Period and Type are clear how to use this. I’m failing at assigning pricetype. So I would need a usable formula for the optimizer that would allow me to optimize close, high, low, typicalprice… Would it be possible?

    #217382 quote
    JS
    Participant
    Senior

    Hi,

    I think it should work like this:

    If DataType=1 then
    Source=Close
    ElsIf Datatype=2 then
    Source=High
    ElsIf DataType=3 then
    Source=Low
    ElsIf DataType=4 then
    Source=TypicalPrice
    EndIf

    And then have DataType optimized from 1 to 4…

    Average[Period,MAType](Source)

    phoentzs thanked this post
    #217386 quote
    phoentzs
    Participant
    Master

    great thank you.
    I’ll try it.

    JS thanked this post
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Formula for optimizers


ProOrder: Automated Strategies & Backtesting

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phoentzs @phoentzs Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by phoentzs
2 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/06/2023
Status: Active
Attachments: No files
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