|
PureBytes Links
Trading Reference Links
|
<FONT color=#000080
size=2>Ed,
Cancel during
an Optimization works ok with me. I do recall that I had that problem at
one time but not recently. So maybe you have an older version of Amibroker
that has this problem? I'm on 4.45.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: ed2000nl
[mailto:pablito@xxxxxxx]Sent: Friday, October 24, 2003 4:47
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
optimizationhi Dave,there are several ways to
Optimize "intelligently". The problem with these methods is ofcourse that
you might not find the true best combination of variables.Actually
the code for most of the methods is written in C in Numerical Recipes. But
I'm not programmer enough unfortunately to write dll files unfortunatelly.
I was also running a optimization with multiple variables and after a
while I needed to shut Amibroker down because it took a real long
time. I couldn't use the cancel button when the optimization was being
calculated and also I could not see the process-bar doing anything. I
wasn't sure if Amibroker was actually calculating or that it was stuck
inside some loop. Is this normal that the cancel button does not work
during the optimization? regards, Ed--- In
amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:> 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:> > <A
href="">http://flash.lakeheadu.ca/~kliu/simplex.htm>
> 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.> > 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.> > dave>
> 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, EdSend
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|