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I had a case like that and found it easier
to do in small batches of closely interactive variables, then go through the batches
as an iterative process. I found that by doing this it took about 3 passes to
find best results without further changes occurring in each batch.
<span
>Cheers,
<span
>Graham
<span
>-----Original Message-----
From: dingo
[mailto:dingo@xxxxxxxxxx]
Sent: Friday, 7 February 2003 6:12
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: Stock Selection was:
[amibroker] Re: NDX / QQQ - Can it be traded ?
<font size=2
face="Times New Roman">
<font size=2 color=red
face=Tahoma>Al,
that reminds me of something I've been wondering about:
<font size=2
face="Times New Roman">
<font size=2 color=red
face=Tahoma>Say you
have 5 0r 6 variables and the number of resultant optimizations is so big and
my computer is so slow that its not practical to run the optimization.
Would you increase the step size to such an extent that it was barely tolerable
and then try to zoom in on the "zones" or would it be possible
to split that one big optimization into 2 parts and then combine them? If
so how do you design the parts so that you don't miss the "sweet
spot"?
<font size=2
face="Times New Roman">
<font size=2 color=red
face=Tahoma>???
<font size=2
face="Times New Roman">
<font size=2 color=red
face=Tahoma>d
-----Original Message-----
From: Avcinci
[mailto:avcinci@xxxxxxxxxxx]
Sent: Thursday, February 06, 2003
5:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: Stock Selection was:
[amibroker] Re: NDX / QQQ - Can it be traded ?
<font size=2
face="Times New Roman">Fred,
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">There is another way,
taught to me by Herman. You can plot a 3D graph of X and Y at Z=1 in Excel.
Then, create another plot of X and Y at Z=2. Keep doing this until you get 10
3D plots. Then, paste each of the 3D plots at each Z value adjacent to the each
other so you can view all 10 of the 3D plots on one page. This is also how
Steve Notis does it in Powerkit, except he doesn't use Excel. TJ told me he is
working on a similar 3D optimization graphics capability in AB that is even
better than Powerkit's. So, be patient and wait for Tomasz's development.
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">Of course, then the next
logical question is, what if you want to optimize 4 variables at
once? :-))
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">AV
<font size=2
face="Times New Roman">
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