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RE: [amibroker] Re: Non Linear Optimising



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Do a search of the archive, I once posted a solution for this that would
read values for the optimizer for a list. I think it was 1-2 years ago...I
forgot how i did it

... found it: post 42135, Jun 9 2003: Optimizing with a custom series of
values

You can also optimize using your own loops, that also gives you lots of
freedom.

herman
  -----Original Message-----
  From: see_change007 [mailto:cvt@xxxxxxxxxxxxxx]
  Sent: Monday, October 18, 2004 3:45 AM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] Re: Non Linear Optimising



  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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