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Re: [amibroker] Non Linear Optimising



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On Mon, 18 Oct 2004 13:56, see_change007 wrote:
> Tomaz
>
> Is it possible to optimize using non linear steps ?
>
> I have several variables which I want to do a "mega optimization"
> for.  For each varaible I have several levels which I'm interested in
> testing in relation with the others, but there isn't a consistent
> linear step between the values for each variable.
>
> Can you set up the optimization to do this ?
>
> Also thought people might want to optimize on other non linear series
> like fibs.
>
> See Change

The Optimize() function only does linear steps.  If you need non-linear, 
convert optimize's linear output to whatever non-linear function you need.

Eg.

function fib(n) {
	// return the n'th Fibonacci number.  

	// This function is good on amibroker up to n==32, when rounding errors 
	// start to accumulate and the correct answers have more than 6 digits.
	// (AB only has about 6 digits precision.)

	// the constants in the return statement are
	//  3.2360679 == 1 + sqrt(5);
	// -1.2360679 == 1 - sqrt(5);
	//  2.2360679 == sqrt(5);

	n = int(n);
	return int((3.2360679^n - -1.2360679^n) / (2^n * 2.2360679));
}

fibn = fib(Optimize("Fibonacci", 1, 1, 10, 1));

Will set fibn to 1,1,2,3,5,8,13,21,34,55 for each optimise step.
Then do whatever you want with the first 10 fibonacci numbers.

Cheers,
	Nigel

-- 
	Nigel Rowe
	rho@xxxxxxxxxxxxxxx


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