Optimizing Sample 1

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In this example we step through the process of optimizing the OMX_Sample1 strategy. This is a simple moving average crossover strategy. The code for it is shown here:

inputs:      Len1( 15 ),      Len2( 20 );   if AverageFC( c, Len1 ) crosses over AverageFC( c, Len2 ) then      buy next bar at market ;   if AverageFC( c, Len1 ) crosses under AverageFC( c, Len2 ) then      sell all shares next bar at market ;