Optimization variables, how to define?
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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!
//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 ffThanks 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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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 09/01/2019 |
| Status: | Active |
| Attachments: | 2 files |
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