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Naturally, you are right, Fred. I was only responding to Jason's example. The point is first to start off an optimization with larger steps to see the shape of the coutour map and to define the upper and lower boundaries of the parameter space, then fine tune with smaller steps.
Al Venosaavcinci@xxxxxxxxxxx
>From: "Fred "
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: Stock Selection was: [amibroker] Re: NDX / QQQ - Can it be traded ?
>Date: Thu, 06 Feb 2003 18:54:11 -0000
>
>Al,
>
>Although I won't disagree with this approach as I've used it myself,
>I will also tell you that it does have the potential for missing the
>most robust area.
>
>If for example in using the 25 to 200 by 25 apporach it turns up 100
>as having the best results one would then be tempted to optimize from
>75 to 125 by some smaller increment say 5. However because of the
>span of the original increment ( 25 ) the most robust area may in
>fact be "hiding" between 53 and 71 which of course gets totally
>missed. These things become a tradeoff between available computer
>time and other priorities, but I will tell you I do upon occasion set
>up optimizations in the evening knowing that they won't finish until
>the following morning.
>
>Fred
>
>--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" wrote:
> >
>
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