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Hi Hal,
Is it possible to give us the parameters and the formula
of your Optimization ?
Best Regards
Dimitris Tsokakis
--- In amibroker@xxxx, Hal Brehe <infoads@xxxx> wrote:
> Hi Dimitris,
>
> I'm using your Relative Slope system, and I thank you for this
wonderful
> gift to the group.
>
> Everything is working well with the system, except that my NYSE
database is
> too large to be practical to use with the Optimization feature.
This is
> because the total continuous optimization time is approximately 72
hours or
> 3, 24 hour days. With the Optimization system requiring 4851
tries, at the
> approximate half way mark, the actual optimization time is 90
> seconds/ticker, and the time between starts at 8 seconds & getting
longer
> (this latter time is the time between the end and beginning of the
next
> run). I assume it is AB finding the next "try" information). This
timing
> was done on a 900MHz P4, a subset of the total record set
accomplished by
> making a "scan" for upper and lower price limits which were stored
as a
> WATCH LIST (around 2300 tickers), and maximum data record length of
3-1/4
> years.
>
> It is obvious to me that the total time requirement for the
Optimization
> run is around 72 hours, or three continuous days.
>
> In thinking over what would help, I believe that a ticker reduction
scheme
> would be an asset. That is to say, make a preliminary "SCAN" to
reduce the
> number of tickers. Make a "Watch List" of the result, and make the
> Optimization run on the Watch List. It might be some scheme to
eliminate "1
> out of X" tickers or possibly be made "random" rather than
sequential. I donno!
>
> Could you, or anyone else interested, get me started in developing
this
> type of routine?
>
> Any assistance would be greatly appreciated.
>
> Regards,
>
> Hal
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