Re: [amibroker] Re: What after optimization is done ..., AmiBroker Email List Archive

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----- Original Message -----
From: scourt2000
Date: Friday, December 14, 2007 9:09 am
Subject: [amibroker] Re: What after optimization is done ...
To: amibroker@xxxxxxxxxxxxxxx

>
> A question that I always had is: after you get your optimized
> variables, how long are they generally good to use?
>
> Do you continually run the optimization on new data coming in
> like
> once a month and then change your variables again to match the
> best
> results? With so much more available CPU bandwidth coming out
> with
> these quad cores, I wonder if it makes more sense to have
> dynamic
> optimizations rather than all of this static stuff.
>
> There's some products based on swarm intelligence which sounded
> like
> in interesting idea for dynamic optimization. But all kinds of
> warning bells go off with me when someone wants to charge 1000's
> of
> dollars and not be willing to show their own audited brokerage
> statements when the tout level on what the program can do is so high.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DrazenStricek12"
>
> wrote:
> >
> >
> >
> >
> > Hi
> > could someone enlight me on this problem:
> >
> > After Optimization is done ,for example :
> > X = Optimize("X", 10, 1, 20, 1);
> > Y = Optimize("Y", 100, 1, 200, 1);
> > Z = Optimize("Z", 1000, 1, 2000, 1);
> >
> > how to integrate into Trading system 5 sets of best
> Optimization
> results:
> > Set1: X=10;Y= 115; Y= 1350;
> > Set2: X=11;Y= 100; Y= 1450;
> > Set3: X=13;Y= 150; Y= 1445;
> > Set4: X=10;Y= 112; Y= 1500;
> > Set5: X=10;Y= 105; Y= 1100;
> >
> > The trading system should execute only when the preselected
> best
> sets conditions are met.
> >
> > Thank you for any help
> >
> > Drazen
> >
>
>
>