Tomasz, I would like to have your views, and if its possible to achieve this in a roundabout way.
It would be great if you can give us some good news --- In amibroker@yahoogroups.com, "radmobile_radmobile" <dan...@...> wrote: > > Great question, I have also been wondering about this lately. I really want > to start making systems that adapt on their own, but I have no idea what > would be considered the best approach for accomplishing this in AB. > > --- In amibroker@yahoogroups.com, "sohamdas" <sohamdas@> wrote: > > > > Hi Folks, > > > > Is it possible to invoke or start an optimization process from the code > > itself? And somehow get access to the best params which create a maxima? > > > > I am tinkering with a potentially horror-inspiring idea of optimizing > > continuously while trading live. So would like to backtest this idea and > > find how do we go about doing it. > > > > So the idea is, > > > > > Look back past x periods, optimize for the best metric > > > Get the params which return maxima or near-maxima > > > Use them to trade the next n periods(where n<x); > > >After n periods, go to step 1. > > > > I need your help in step2. > > > > Soham > > >
