RE: [amibroker] Help on automating optimization (genetic algorithms)

["Herman vandenBergen" <psytek@xxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>You can optimize using for() loops and examples of this method 
have been posted on the list. This would allow you to optimize one parameter 
first in the first loop-optimization and then go on the the next 
loop-optimization using the result of the first loop-optimization in your 
calculations. This way you will save lots of time and you can optimize an 
unlimited number of parameters without looking at billions of 
iterations.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>happy tinkering,
<FONT face=Arial color=#0000ff 
size=2>herman.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2> 

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Gary A. Serkhoshian 
  [mailto:serkhoshian777@xxxxxxxxx]Sent: November 13, 2003 7:00 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Help 
  on automating optimization (genetic algorithms)
  Hi all,
   
  I should preface this e-mail by saying that I'm not trying to create a 
  Rube Goldberg as I can go through the process ourlined below manually.  
  So, if what I'm suggesting requires a Rube Goldberg type solution let me know, 
  and I'll let it go.
   
  Essentially what I'm doing with optimizations over multiple variables is 
  prioritizing variables on importance, and optimizing one variable at a time 
  leaving the others static.  I just keep iterating through all the 
  variables until things stabilize in terms of standard measures.  The 
  cocktail party term is genetic algorithms, but between us it's necesary as 
  optimizing over multiple variables (4+)  will either take too long or 
  worse cause AmiBroker to crash due to memory issues.
   
  Here's the punchline.  Can you all give some input on ways to 
  program this in afl so as to automate the process outlined above rather 
  than me manually iterating through as it is labor intensive.
   
  Many thanks,
  Gary
  
  
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