Posted By: Sage
Optimization Issues - 12/03/21 23:19
Okay so I am trying to optimize but keep getting same result for each parameter except the best optimal result. How can I go about it?
Check below for screenshots. Here lies the code:
function run()
{
set(LOGFILE);
StartDate = 20160101;
EndDate = 20210101;
BarPeriod = 240;
LookBack = 200;
MaxLong = 1;
MaxShort = 1;
set(PARAMETERS);
vars Close = series(priceClose());
vars Prices = series(price());
var ma_period = optimize(50,10,200,10);
BBands(Prices,50,2,2,MAType_SMA);
vars upperBand = series(rRealUpperBand);
vars lowerBand = series(rRealLowerBand);
if (crossOver(Close, upperBand)) enterLong();
else if (crossUnder(Close, lowerBand)) enterShort();
PlotWidth = 1000;
PlotHeight1 = 300;
}
Check below for screenshots. Here lies the code:
function run()
{
set(LOGFILE);
StartDate = 20160101;
EndDate = 20210101;
BarPeriod = 240;
LookBack = 200;
MaxLong = 1;
MaxShort = 1;
set(PARAMETERS);
vars Close = series(priceClose());
vars Prices = series(price());
var ma_period = optimize(50,10,200,10);
BBands(Prices,50,2,2,MAType_SMA);
vars upperBand = series(rRealUpperBand);
vars lowerBand = series(rRealLowerBand);
if (crossOver(Close, upperBand)) enterLong();
else if (crossUnder(Close, lowerBand)) enterShort();
PlotWidth = 1000;
PlotHeight1 = 300;
}