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Formula for optimizers

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ProOrder: Automated Strategies & Backtesting
Formula for optimizers

Viewing 3 posts - 1 through 3 (of 3 total)

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07/06/2023 at 12:28 PM #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?

07/06/2023 at 9:16 PM #217382 quote

JS
Participant

Master

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

07/06/2023 at 10:49 PM #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
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Topic Details

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

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Formula for optimizers

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Formula for optimizers ProOrder: Automated Strategies & Backtesting

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Formula for optimizers

ProOrder: Automated Strategies & Backtesting