nonetheless wrote:

@franro – to do an optimisation, you would have a piece of code something like this:

Period= p1<br /><br /> inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice)<br /><br /> HULLa = weightedaverage[round(sqrt(Period))](inner)<br /><br /> c1 = HULLa > HULLa[1]<br /><br /> c2 = HULLa < HULLa[1]</p><br /> <p>indicator1 = SuperTrend[m,n]<br /><br /> c3 = (close > indicator1)<br /><br /> c4 = (close < indicator1)</p><br /> <p>mx1 = average[mas,mas2](close)<br /><br /> c11 = mx1 > mx1[1]<br /><br /> c12 = mx1 < mx1[1]

1 2 3 4 5 6 7 8 9 10 11 12 13

Period= p1 inner = 2*weightedaverage[round( Period/2)](typicalprice)–weightedaverage[Period](typicalprice) HULLa = weightedaverage[round(sqrt(Period))](inner) c1 = HULLa > HULLa[1] c2 = HULLa < HULLa[1] indicator1 = SuperTrend[m,n] c3 = (close > indicator1) c4 = (close < indicator1) mx1 = average[mas,mas2](close) c11 = mx1 > mx1[1] c12 = mx1 < mx1[1]

In this example, p1, m, n, mas, mas2 are all variables, they’re placeholders for what’s in the optimisation box. Once you find the optimum values, you replace each of those with the corresponding value. That’s what I mean when I say ‘insert them in the code’. Then you have to delete everything from the opt box.

Hi,

FYI The Hull moving average is included in PRT. It will accelerate the strategy 😉

Cheers