Help with optimazation of code and we need a snippet on all things optimazation

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09/19/2024 at 11:24 PM #237850 quote
Vicke1990
Participant

New
Hi,

I’m pulling my hair over the fact that I can’t figure out how you optimize some variables, more specifically the so called “indicator” variables written in green. I’ve look at youtube videos, Googled, searched this forum, without making any headway.

I want to optimize a code that looks something like this:
```
hv=HistoricVolatility[VolatilityPeriod](close)
hv2=HistoricVolatility[VolatilityPeriod](typicalprice)
st=linearregression[ROUND(Regression1Period*hv)](close)
lr=linearregression[ROUND(Regression1Period*Regression2Period*hv2)](typicalprice)
 
```
Is there somewhere where all info about optimization is located? If not, can we add info to a snippet or update the manuals please?
09/20/2024 at 9:22 AM #237860 quote

GraHal
Participant

Master

You know about and and can enter values for VolatilityPeriod, Regression1Period and Regression2Period in the ‘Definition of Variables’ window?

So are you able to say which part of optimisation does not work for you?

It’s easier if we take it 1 step at a time on an itterative basis.

Anybody else feel free to jump in at any stage … makes discussions more interesting and helps the OP get sorted quicker.

09/20/2024 at 9:30 AM #237861 quote

Iván González
Moderator

Legend

what you have in green is the function, and the parameters inside are the ones you can optimise.
To do this you have to create variables with the same name in the optimisation window.
Here is an example (see screenshot)

GraHal thanked this post

2024-09-20_10-29.png

09/23/2024 at 6:58 AM #237929 quote

Vicke1990
Participant

New

Awesome guys,

Thank you so much! Works like a charm!

Would be great though, if the instructions and/or there would be an updated video or something on how to use the optimizer with all the different types of variables there is. I think i’m not the only one who struggles with it from time to time.

Again, thank you so much for all your help!

GraHal thanked this post
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