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[amibroker] Re: Non Linear Optimising



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Cool,  thanks For that Nigel. I Must be starting to get the hang of 
AB now. Even if I wouldn't have thought of that , I can  understand 
the logic. :)

If I want to use that thinking to optimise  a series of unrelated 
numbers ( which is my main aim  )  , could I assign those numbers to 
represent the Nth expressions of a series and then optimize using  
that series.

If so , any ideas how to code that.

See Change 

--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
> 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@xxxx





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