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[DT] <FONT
face="Courier New" size=3>I do not think you save any time, optimization is an
internal loop, as far as I understand...Dimitris
Tsokakis
<FONT
face="Courier New" color=#0000ff size=3>Dt, the procedure I outlined did not
make any use of the AB Optimizer so its qualities have no impact on the
application.
<FONT
face="Courier New" color=#0000ff size=3>
[DT]
The results of cascade optimizations will not give the optimal
result...
<FONT
face="Courier New" color=#0000ff size=3>Whether this would be an acceptable
optimization technique would depend on the types of variables that are being
optimized, this is a decision to be made by the user.
<FONT
face="Courier New"><FONT face=Arial
size=2>
<FONT
face="Courier New" color=#0000ff size=3>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: November 13, 2003 1:47
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Help on automating optimization (genetic
algorithms)Gary,The procedure you describe does
not make any sense.In the simple
examplex=Optimize("x",10,10,100,10);b=Optimize("b",10,10,50,10);s=Optimize("s",50,50,90,10);Buy=Cross(StochD(x),b);Sell=Cross(s,StochD(x));the
optimal solution is [30,20,80]If I optimize first the x,
iex=Optimize("x",10,10,100,10);b=10;//Optimize("b",10,10,50,10);s=50;//Optimize("s",50,50,90,10);Buy=Cross(StochD(x),b);Sell=Cross(s,StochD(x));[optimal
x=80]then the b,
iex=80;//Optimize("x",10,10,100,10);b=Optimize("b",10,10,50,10);s=50;//Optimize("s",50,50,90,10);Buy=Cross(StochD(x),b);Sell=Cross(s,StochD(x));[optimal
b=10]and finally the s,
iex=80;//Optimize("x",10,10,100,10);b=10;//Optimize("b",10,10,50,10);s=Optimize("s",50,50,90,10);Buy=Cross(StochD(x),b);Sell=Cross(s,StochD(x));[optimal
s=90]I will have the [80,10,90] solution, which is far from the actual
optimal [30,20,80]Unfortunately, the optimal[x,b,s] *is not* the
optimal[optimal[optimal[x],b],s], consequently this procedure is wrong
from the beginning.There is no chain rule for composite optimizations and
you will have very few probabilities to find the optimal.Another basic
issue: You do not even have theoptimal[optimal[x],y] equal to
optimal[optimal[y],x] property, both will be far from the optimal[x,y] and
you can not even interchange the priorities.Herman,The results
of cascade optimizations will not give the optimal result, even if you
save some time. As for this last property, I do not think you save any
time, optimization is an internal loop, as far as I
understand...Dimitris Tsokakis--- In
amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:> 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.> > happy
tinkering,> herman.> > > -----Original
Message-----> From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxx]> Sent: November 13, 2003 7:00
AM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: [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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