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<SPAN
class=057322420-24102003>hadn't heard of it before, but found some articles
describing it. sounds like you're more familiar than I am with this kind of
thing, but if it's helpful, try:
<SPAN
class=057322420-24102003>
<SPAN
class=057322420-24102003><A
href="">http://flash.lakeheadu.ca/~kliu/simplex.htm
<SPAN
class=057322420-24102003>
<SPAN
class=057322420-24102003>clearly you're right that reducing the number of
combinations tried would improve processing time. I'm particularly interested in
this because my auto-optimization framework needs to do this independently for
each ticker.
<SPAN
class=057322420-24102003>
<SPAN
class=057322420-24102003>I don't have the time to code this reference up in AFL,
and probably not the math expertise either. if you do it, please let me know,
and I'll look into adding it to the auto-optimize thing.
<SPAN
class=057322420-24102003>
<SPAN
class=057322420-24102003>dave
<SPAN
class=057322420-24102003>
<BLOCKQUOTE
>Since
I am playing with the Optimization function right now I was wondering the
following. If you optimize a set op parameters simultaneously than the
Optimization procedure calculates all possible combinations of variables.
There are a number of techniques that avoid this e.g. the simplex method.
Did anyone work on such a function?regards,
Ed
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