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RE: [amibroker] Re: optimization



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<SPAN 
class=992561421-24102003>I'm not a c++ guy either, unfortunately (I 
think...).
<SPAN 
class=992561421-24102003> 
<SPAN 
class=992561421-24102003>re your multiple vars, try with fewer vars, or narrower 
ranges, just to make sure nothing else is wrong.
<SPAN 
class=992561421-24102003> 
<SPAN 
class=992561421-24102003>in my experience, it's not that the cancel btn 
completely doesn't work, it's more like AB is so busy that you've given up by 
the time it checks it. did you try pressing Shift-BREAK? AB detects that sooner 
than cancel, though not right way either. also check:
<SPAN 
class=992561421-24102003> 
<SPAN 
class=992561421-24102003>- make sure Settings: AFL: Enable loop termination by 
Shift-BREAK is checked.
<SPAN 
class=992561421-24102003> 
<SPAN 
class=992561421-24102003>- same place, I've got Check Shift-BREAK key every [50] 
loop iteration. I'm sure that's not unique, but it works for 
me.
<SPAN 
class=992561421-24102003> 
<SPAN 
class=992561421-24102003>dave
<BLOCKQUOTE 
>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, 
Ed






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