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PrescienTrader在“ AmiBroker参数”窗口中提供了广泛的配置选项。这些参数使您可以针对不同的市场,时间范围,不同类型的数据输入等来调整算法。

要打开“参数”窗口,请右键单击PrescienTrader图表,然后选择 参量 从上下文菜单中。


API密钥

API密钥 就像用户名和密码的组合一样,可以在我们的系统中唯一地标识和验证您的身份。您可以在PrescienTrading帐户中获取API密钥。如果您还没有PrescienTrading帐户,则可以 注册 免费。看到文章, 创建一个PrescienTrader图表窗格,以获取有关获取和输入API密钥的更多信息。

The API Key parameter only appears in the Parameters window for charts, not the analysis Parameters window. However, once you set your API key, it’s permanently saved and will be used automatically, whenever you create a new chart or analysis.

Log File Path

This setting only appears in the Parameters window when running an analysis (Exploration, Backtest, Optimization, etc… It does appear in the chart Parameters window. If you enter a file path, PrescienTrader will log all status updates to the specified file, in addition to outputting to the log window. The log window only retains a few thousand lines, while the log file has no size limit. Thus, it’s useful when running long optimizations, that may run for many hours or even days. It creates a full log of everything that happened, in case you get any errors due to lost Internet connection or other technical issues.

When entering the file path, enter the full path to the log file you want to create. For example:

C:\Users\John Doe\PrescienTrader.log

You may also use the {PID} placeholder in the file path. This will be replaced with the process ID of the running AmiBroker instance. The process ID is an arbitrary number assigned by the system to a running application. Since each AmiBroker instance has a unique process ID, this allows you to create a separate log file for each AmiBroker instance, when running multiple instances simultaneously. For example:

C:\Users\John Doe\PrescienTrader-{PID}.log

Once you set the Log File Path, it’s permanently saved and will automatically be filled in, whenever you create a new analysis. If you don’t want to create log files, leave this setting blank.

数据系列

数据系列参数允许您选择要分析的数据系列。内置选项包括 打开, , , , 平均, 体积未平仓合约. The default setting is Close and unless you have a really good reason for wanting to analyze a different series, we recommend using Average or Close.

此外,如果将任何自定义指标添加到图表窗格,则可以选择一个自定义指标作为要分析的数据系列。文章, 分析自定义数据系列,对此进行更详细的说明。

极性

Polarity can either be Positive or Negative. The default setting is Positive. Negative Polarity will invert the Prescient Line plot. For reasons we cannot explain, inverting the Prescient Line may yield superior results in certain markets. Nevertheless, this is the exception, so unless you’ve verified this scenario by extensively backtesting a market using negative Polarity, you should leave Polarity set to Positive.

You can override the Polarity setting in the Parameters window by setting the ptPolarity AFL variable to either 0 or 1.

  • 0 =正
  • 1 =负数

When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

PL基础

PL基础 指用于计算预见线的加权算法。可以设置为 振幅, 强度, 频率 要么 倒频。默认设置是 强度.

通过将所有有效的循环峰值组合到一个合成图中,可以生成Prescient Line。组合周期峰值的传统方法是增加振幅。尽管此方法完全有效,但较长的频率通常比较短的频率具有更大的幅度。这可能会导致将较大的权重分配给较长的频率,以致该图对于短期交易变得无用。

最大频率 下文讨论的设置可以过滤高于特定阈值的频率,因此您可以专注于短期频率,该频率更适合于短期交易。这种方法是有效的,但有点粗略,因为它完全抵消了长期周期的影响,即使在短期交易中,长期周期也有影响。它还要求您选择一个任意的截止值,这在特定的交易场景中可能是最佳的,也可能不是最佳的。

消除长期偏差的一种更复杂的方法是通过以下方式加权周期: 强度 而不是振幅。循环强度定义为振幅除以频率。例如,一个频率为10且幅度为50的循环的强度为5。另一个频率为100且幅度为250的循环的强度为2.5。因此,如果按幅度对周期进行加权,则长期周期的权重将比短期周期大五倍。但是,如果我们按强度加权,则短期周期的权重将是长期周期的两倍。

You can override the PL Basis setting in the Parameters window by setting the ptPLBasis AFL variable:

  • 0 =振幅
  • 1 =力量

When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

回溯范围

回溯范围 是最长周期频率的倍数。它指定有多少数据系列将用于循环分析。这可以在1到10之间变化,默认值为3。例如,假设您的数据系列包含3,000条,您的“最大频率”设置为300,并且您指定的回溯范围为5。300 X 5 = 1,500条,因此在3,000条中,只有最新的1,500条会被分析。指定较低的回溯范围将强制PrescienTrader忽略较旧的数据,这些数据可能不如较新的数据重要。但是,这是一个折衷,因为使用较小的样本量会增加近期价格异常可能引入统计误差并扭曲分析的可能性。 PrescienTrader的算法在一定程度上对此进行了补偿,但是该算法只能使用给定的数据。

You can override the Lookback Range setting in the Parameters window by setting the ptLookbackRange AFL variable. When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

最小频率

最小频率 是PrescienTrader在执行周期分析时将考虑的最小(最快)频率。默认设置为10条,这对于大多数市场来说应该是正确的。但是,如果您正在分析一个嘈杂的市场,或者您只对进行长期交易感兴趣,则可以增加最小频率,以从价格数据中消除一些噪音。

You can override the Min Frequency setting in the Parameters window by setting the ptMinFrequency AFL variable. When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

最大频率

最大频率 是PrescienTrader在执行周期分析时将考虑的最大(最慢)频率。默认和最大允许设置为300 bar。对于短期交易,降低最大频率可能是有益的,因为默认设置300有时会给Prescient Line带来长期偏差。如果要分析大于300 bar的周期,则可以切换到更长的时间段。例如,在每周的时间范围内分析300 bar的循环就等于每天分析2100 bar的循环。

You can override the Max Frequency setting in the Parameters window by setting the ptMaxFrequency AFL variable. When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

谐波滤波器

JM Hurst的“谐波原理”断言,有效的循环峰值频率应在几何上发展,每个峰值频率约为先前峰值频率长度的两倍。例如,应在10 bar峰值频率之后跟随20 bar峰值频率,然后是40 bar峰值频率,等等。 谐波滤波器 通过偏爱具有较高幅度的峰值,可以滤除彼此之间过于接近的周期峰值。谐波原理并不精确,它是一个经验法则,因此您可以在0 – 100的范围内调整过滤器,默认值为50。设置为0不会导致过滤。设置为100将强制执行严格的几何级数,以使每个周期的峰值频率至少需要是先前峰值频率长度的两倍。设置为50意味着每个峰值频率至少需要是先前峰值频率长度的1.5倍。

You can override the Harmonic Filter setting in the Parameters window by setting the ptHarmonicFilter AFL variable. When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

最低健身度

最低健身度 allows you to filter out cycles that fail to meet the specified statistical threshold and are likely just noise. The default value is 50. When 最低健身度 is set to a value greater than 0, PrescienTrader performs a sophisticated statistical test on each cycle frequency and returns a fitness score ranging from 0 – 100. Cycle peaks must meet or exceed the Min Fitness to be included when calculating the Prescient Line.

You can override the Min Fitness setting in the Parameters window by setting the ptMinFitness AFL variable. When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

最佳X周期

最佳X周期 allows you to specify the maximum number of cycle peaks that will be used to generate the Prescient Line. The default value is 10. Cycle peaks will be prioritized by Fitness. If PrescienTrader finds more peaks than the number specified by Best X Cycles, it will filter out the lowest fitness peaks.

You can override the Best X Cycles setting in the Parameters window by setting the ptBestXCycles AFL variable. When running a backtest or optimization, you may set the AFL variable to an array, to dynamically vary the value on each bar.

循环排序

PrescienTrader在AmiBroker中生成详细的周期报告 解释 窗口。的 循环排序 参数确定周期如何在报告中排序。默认设置是按 频率。或者,您可以按照 振幅,它将首先显示幅度最大的周期,或者 强度,它将首先显示最强的周期。通过将幅度除以频率来计算强度。例如,一个振幅为200且频率为50的循环的强度为200/50 = 4。

You can override the Cycles Sorting setting in the Parameters window by setting the ptCyclesSorting AFL variable.

Save / Clear Chart Settings

PrescienTrader提供了许多参数,可让您针对不同的市场和不同的时间范围调整算法。当您开始分析许多不同的市场时,要跟踪哪些参数设置应用于哪些图表会很快变得很复杂,更不用说每次切换图表时都要调整参数的时间。

为了解决这些问题,PrescienTrader提供了保存任何图表的参数的能力,只需打开“参数”窗口并单击“ Save Chart Settings 按钮。这将仅保存该图表的参数设置。股票代码和时间范围的每种组合都有其自己独特的参数集。因此,您可以保存AAPL日线图的参数设置,然后切换到AAPL周线图并保存一组完全不同的参数。每次在每日和每周图表之间切换时,参数都会自动更新。

仅影响 分析 of the data series will be saved. Parameters affecting the appearance of the chart will not be saved. This is because these parameters are applicable to all charts, rather than a specific chart. For example, it would make no sense to change the color of the Prescient Line plot for just one chart. It would be confusing if the plot color changed each time you switched to a different chart.

Specifically, the following parameters will be saved:

  • 数据系列
  • 颜色
  • 循环排序

Saved parameter settings will override the settings displayed in the Parameters widow, so if you change a setting on a chart that has saved settings, your changed setting will have no effect and the chart will continue to use the saved setting. To remove the saved settings click the 明确 button. After you clear the saved settings, PrescienTrader will revert back to using the settings displayed in the Parameters window. You can also click the 重置所有 button to force the Parameters window to display the saved chart settings.

Save Default Settings

In addition to saving settings for individual charts, you can also save default settings that can be applied to new charts. Unlike saved chart settings, the default settings do override the displayed settings. Click the 重置所有 button to revert to the default settings in the Parameters window. Note that if a chart has saved settings, Reset All will revert to the saved settings, not the default settings. If you want the default settings, first click the Clear button to clear the saved settings, then click the Reset All button.

The API Key and Log File Path are saved automatically, even if you don’t click the Save Default Settings 按钮。

HTP1 / HTP2

HTP是的缩写。 较高的时间段。 PrescienTrader允许您在单个图表窗格中叠加多达两个较长时间的Prescient线。您甚至可以使用不同的参数设置覆盖相同的时间段。例如,如果您的基准时间段是每天,则可以使用HTP1和HTP2绘制具有不同参数设置的其他每日图表。

  • 在HTP参数部分中找到的parameter参数设置HTP1和HTP2叠加的时间段。可用期间为:
    • 汽车
    • 第二
    • 分钟
    • 小时
  • 周期频率 参数指定所选时间段的频率。例如,如果将“期间”设置为 和期间频率到 4,这将创建一个为期4周的Prescient Line覆盖图。

如果将“期间”参数设置为 汽车,PrescienTrader会自动选择相对于基准时间段而言较高的时间段。例如,如果您的基准时间段是“每日”,它将对HTP1使用“每周”,对HTP2使用“每月”。

The parameter settings in the HTP1 and HTP2 sections operate the same way as the corresponding settings in the main section. The only difference is, these settings are specific to the HTP1 and HTP2 analyses. You can independently adjust Min Frequency, Max Frequency, Lookback Range, Harmonic Filter, Min Fitness, Best X Cycles and PL Basis for each of the three time periods.

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