Optimization variables, how to define?

• 09/01/2019 at 7:32 PM #106127
  soulintact

  Good evening!

  I tried to optimize different bull variables of HeikinAshi, but I am obviously doing it wrong. My logic was to define each indicator with a number; 1016-1020 and then labelling them as aa-ff in the optimization tool. Thanks in advance!

  Optimization variables

  //Definitions of different BullHeikinAshi BullishHaramiCross=1016 BullishCounterAttack=1017 BullishBreakaway=1018 GapUp=1018 InvertedHammer=1019 TweezersTop=1020 //Bullish Signal Heikin Ashi BullishBreakaway=(body[4]<0 and body[3]<0 and body>0 and open[3]<close[4] and close[2]<close[3] and close[1]<close[2] and longcandle and close<close[4] and close>open[3]) and TrendDown[5] BullishCounterAttack=(body[1]<0 and longcandle[1] and body>0 and longcandle and close<=close[1]) and TrendDown[2] BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) and TrendDown[2] GapUp=(low>high[1]) InvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody)and TrendDown[2] TweezersTop=(body[1]>0 AND longcandle[1] AND body<=0 AND high=high[1]) and TrendUp[2] BullHeikinAshi=aa or bb or cc or dd or ee or ff

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  //Definitions of different BullHeikinAshi BullishHaramiCross=1016 BullishCounterAttack=1017 BullishBreakaway=1018 GapUp=1018 InvertedHammer=1019 TweezersTop=1020   //Bullish Signal Heikin Ashi   BullishBreakaway=(body[4]<0 and body[3]<0 and body>0 and open[3]<close[4] and close[2]<close[3] and close[1]<close[2] and longcandle and close<close[4] and close>open[3]) and TrendDown[5]   BullishCounterAttack=(body[1]<0 and longcandle[1] and body>0 and longcandle and close<=close[1]) and TrendDown[2]   BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1] and bodytop<bodytop[1] and ratio<0.3 and range<0.3*range[1]) and TrendDown[2]   GapUp=(low>high[1])   InvertedHammer=(body[1]<0 and longcandle[1] and low<low[1] and shadowtop>2*abody and shadowbottom<0.3*abody)and TrendDown[2]   TweezersTop=(body[1]>0 AND longcandle[1] AND body<=0 AND high=high[1]) and TrendUp[2]   BullHeikinAshi=aa or bb or cc or dd or ee or ff

   

  

  soulintact

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  09/01/2019 at 7:37 PM #106129
  GraHal

  Why didn’t you do below?

  //Definitions of different BullHeikinAshi BullishHaramiCross=aa BullishCounterAttack=bb BullishBreakaway=cc GapUp=dd InvertedHammer=ee TweezersTop=ff

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  //Definitions of different BullHeikinAshi BullishHaramiCross=aa BullishCounterAttack=bb BullishBreakaway=cc GapUp=dd InvertedHammer=ee TweezersTop=ff

   

   

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  GraHal

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  09/01/2019 at 7:51 PM #106132
  soulintact

  Thanks GraHal, but the optimization is done in numbers. Doing the optimization could exclude several BullHeikinAshi as aa-ff could end up in just being one or two of the variables.

  Optimization example: aa=1017, bb=1017, cc=1018, dd=1018, ee=1018, ff=1017.

  Conclusion: only use BullishCounterAttack (1017) and BullishBreakaway (1018) in the statement.

  

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  09/01/2019 at 8:00 PM #106134
  GraHal

  So with BullishHaramiCross=aa then optimised result could be ….

  BullishHaramiCross = 1016
  or
  BullishHaramiCross = 1017
  or
  BullishHaramiCross = 1018
  or
  BullishHaramiCross = 1019
  or
  BullishHaramiCross = 1020

   

  

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  09/01/2019 at 8:12 PM #106135
  soulintact

  Thanks GraHal, but I am sorry, I do not see how that would help me sorting out possible variables?

  

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  09/01/2019 at 8:17 PM #106137
  GraHal

  I’ve just seen below

  BullHeikinAshi=aa or bb or cc or dd or ee or ff

  1	BullHeikinAshi=aa or bb or cc or dd or ee or ff

  So I’d have coded

  BHC = BullishHaramiCross=aa BCA = BullishCounterAttack=bb BB = BullishBreakaway=cc GU = GapUp=dd IH = InvertedHammer=ee TT= TweezersTop=ff BullHeikinAshi = BHC or BCA or BB or GU or IH or TT

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  BHC = BullishHaramiCross=aa BCA = BullishCounterAttack=bb BB = BullishBreakaway=cc GU = GapUp=dd IH = InvertedHammer=ee TT= TweezersTop=ff   BullHeikinAshi = BHC or BCA or BB or GU or IH or TT

  Maybe I’m reading your problem all wrong?? 🙂  Vonasi or Roberto … help?? 🙂

  

  GraHal

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  09/01/2019 at 8:28 PM #106138
  GraHal

  Now I look at and have read all your code I don’t see how – for example – you can optimise below in the way I suggest, apologies! 🙂

  BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1]

  1	BullishHaramiCross=(body[1]<0 and longcandle[1] and bodybottom>bodybottom[1]

   

  Maybe best if Vonaso or Roberto delete my posts and I stop watching TV at the same time I make comments on here!? 🙂

  

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  09/01/2019 at 8:33 PM #106139
  soulintact

  No worries GraHal, I am thankful that you are responding so quickly on a Sunday evening when you should watch  TV 🙂

  My statement is probably so absurd that it was difficult to grasp. Anyhow, let’s see how it evolves tomorrow. TV suggestions: Vis a vis on Netflix and Quarry on HBO 🙂
  Not to forget Toc Toc on Netflix.

   

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  soulintact

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  09/02/2019 at 7:45 AM #106174
  Nicolas

  You could test this way of adding the boolean condition in the same variable:

  if aa = 1016 then BullHeikinAshi=bullheikinashi and BullishHaramiCross elsif aa = 1017 then BullHeikinAshi=bullheikinashi and BullishCounterAttack elsif aa = 1018 then // .. and so on ..

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  if aa = 1016 then BullHeikinAshi=bullheikinashi and BullishHaramiCross elsif aa = 1017 then   BullHeikinAshi=bullheikinashi and BullishCounterAttack elsif aa = 1018 then   // .. and so on ..

  Do the same for bb,cc,…

  (not tested)

   

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  Nicolas

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  09/02/2019 at 7:52 AM #106175
  soulintact

  Good morning Nicolas and thank you very much.

  Your suggestion seems logical and I will try that approach. After testing I will confirm and include the partial code, THANKS!

  

  soulintact

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  09/02/2019 at 12:11 PM #106224
  soulintact

  Dear Nicolas, I just want to confirm that your suggestion worked very well. I enclose the code:

  //Definitions of BullHeikinAshi if aa = 1016 then aaa=BullishHaramiCross elsif aa = 1017 then aaa=BullishCounterAttack elsif aa = 1018 then aaa=BullishBreakaway elsif aa = 1019 then aaa=GapUp elsif aa = 1020 then aaa=InvertedHammer elsif aa = 1021 then aaa=TweezersTop elsif bb = 1016 then bbb=BullishHaramiCross elsif bb = 1017 then bbb=BullishCounterAttack elsif bb = 1018 then bbb=BullishBreakaway elsif bb = 1019 then bbb=GapUp elsif bb = 1020 then bbb=InvertedHammer elsif bb = 1021 then bbb=TweezersTop elsif cc = 1016 then ccc=BullishHaramiCross elsif cc = 1017 then ccc=BullishCounterAttack elsif cc = 1018 then ccc=BullishBreakaway elsif cc = 1019 then ccc=GapUp elsif cc = 1020 then ccc=InvertedHammer elsif cc = 1021 then ccc=TweezersTop elsif dd = 1016 then ddd=BullishHaramiCross elsif dd = 1017 then ddd=BullishCounterAttack elsif dd = 1018 then ddd=BullishBreakaway elsif dd = 1019 then ddd=GapUp elsif dd = 1020 then ddd=InvertedHammer elsif dd = 1021 then ddd=TweezersTop elsif ee = 1016 then eee=BullishHaramiCross elsif ee = 1017 then eee=BullishCounterAttack elsif ee = 1018 then eee=BullishBreakaway elsif ee = 1019 then eee=GapUp elsif ee = 1020 then eee=InvertedHammer elsif ee = 1021 then eee=TweezersTop endif BullHeikinAshi=aaa or bbb or ccc or ddd or eee

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  //Definitions of BullHeikinAshi if aa = 1016 then aaa=BullishHaramiCross elsif aa = 1017 then aaa=BullishCounterAttack elsif aa = 1018 then aaa=BullishBreakaway elsif aa = 1019 then aaa=GapUp elsif aa = 1020 then aaa=InvertedHammer     elsif aa = 1021 then aaa=TweezersTop   elsif bb = 1016 then bbb=BullishHaramiCross elsif bb = 1017 then bbb=BullishCounterAttack elsif bb = 1018 then bbb=BullishBreakaway elsif bb = 1019 then bbb=GapUp elsif bb = 1020 then bbb=InvertedHammer elsif bb = 1021 then bbb=TweezersTop   elsif cc = 1016 then ccc=BullishHaramiCross elsif cc = 1017 then ccc=BullishCounterAttack elsif cc = 1018 then ccc=BullishBreakaway elsif cc = 1019 then ccc=GapUp elsif cc = 1020 then ccc=InvertedHammer elsif cc = 1021 then ccc=TweezersTop   elsif dd = 1016 then ddd=BullishHaramiCross elsif dd = 1017 then ddd=BullishCounterAttack elsif dd = 1018 then ddd=BullishBreakaway elsif dd = 1019 then ddd=GapUp elsif dd = 1020 then ddd=InvertedHammer elsif dd = 1021 then ddd=TweezersTop   elsif ee = 1016 then eee=BullishHaramiCross elsif ee = 1017 then eee=BullishCounterAttack elsif ee = 1018 then eee=BullishBreakaway elsif ee = 1019 then eee=GapUp elsif ee = 1020 then eee=InvertedHammer elsif ee = 1021 then eee=TweezersTop   endif   BullHeikinAshi=aaa or bbb or ccc or ddd or eee

  Having 5 alternatives was a bit too many. 3 seems to be well enough. By the optimization, I can filter out what factors that likely work best within a specific time frame and stock.

  

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