[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] AFL code execution and optimization iterations



PureBytes Links

Trading Reference Links

It is my understanding that during an AB optimization which the user
specifies as, and understands logically to be, exactly N iterations,
various statements in the AFL may be executed internally some number
other than N times.

This is a result of the design of AB.

While we are assured that the results generated by AB are correct as
to equity, statistics, etc., in the general case, we are cautioned
that our code _cannot_ rely upon a specified # of iterations of any
given AFL statement.

If our code logic is counting, or writing files, or doing anything
else based upon the # of iterations, then we are outside the design
scenario of AB code execution.

I invite correction if I have stated the above inaccurately.  (Of
course, a more detailed explanation would have to come from TJ.)

I'll add that I do, personally, find this to be one of the limiting
edge cases to coding in AFL.  Writing code that expects and relies
upon a fixed number of executions is a very "normal" thing to do.  Not
being able to write such code is "abnormal", IMO.

It might not actually make sense vis-a-vis the AB internals, but
logically, given the situation, it seems to me that a new AB construct
that allows the user to specify "Do this _exactly_ once per
optimization iteration" would be a helpful thing to have.






Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/