Hi,
I am doing stock pattern analysis and try to find the criterias I should set
to lead to the maximum return over years. For example, I have decision cell A
( if Stock price X%, the sell). The B cell is the return over 3 years. When
I run the solver, it either didn't change the original value or give me the
parameters not reaching the maximun returns.

Is it because the function is not continuous or solver doesn't deal with
"if" statement that well?

Can anybody suggest some other ways to solve this problems? Is there any
other function in Excel or VBA I should use in the optimization exercise?

Thanks a lot!
Chia

Chai,

If you are still looking for something to solve your problem, we offer
an add-in to Excel called What'sBest that includes some strategies to
better handle nonsmooth, discontinuous, and discrete functions. Contact
me and I can set you up with a temporary license to try it out.

Regards,
Mark


================================================== ======
Mark Wiley email:
LINDO Systems, Inc. Tel: (312)988.7422
1415 North Dayton Fax: (312)988.9065
Chicago, IL 60622 Web: http://www.lindo.com
================================================== ======




Chia wrote:
Hi,
I am doing stock pattern analysis and try to find the criterias I should set
to lead to the maximum return over years. For example, I have decision cell A
( if Stock price X%, the sell). The B cell is the return over 3 years. When
I run the solver, it either didn't change the original value or give me the
parameters not reaching the maximun returns.

Is it because the function is not continuous or solver doesn't deal with
"if" statement that well?

Can anybody suggest some other ways to solve this problems? Is there any
other function in Excel or VBA I should use in the optimization exercise?

Thanks a lot!
Chia