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Hello,
Yes, that's correct behaviour. It is the effect of AmiBroker making smart
decissions to avoid duplicate tests.
Non-exhaustive optimizers pick "random" parameter
sets. It happens, that two different iterations pick actually the SAME parameter set.
Normally, this would result in running the SAME backtest twice (or more)
and returning the same duplicate results.
To prevent running backtests with same parameter set when using non-exhaustive
optimizations, new AmiBroker version is able to detect duplicates and
if duplicate is detected - the test is NOT run (to save time). Instead previously
obtained result (stored internally) is returned for given parameter set.
This greatly speeds up the execution (by factor of 2 or more).
But now, if you specifically WANT duplicates, you can simply set
DuplicateCheck to FALSE in OptimizeParams structure.
struct OptimizeParams
{
...snip
BOOL DuplicateCheck; // boolean flag 1 - means that AmiBroker will first
// check if same param set wasn't used already
// and if duplicate is found it won't run backtest, instead will return previously stored value
....snip
};
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "markhoff" <markhoff@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, June 20, 2008 9:34 PM
Subject: [amibroker] Re: AmiBroker 5.12.0 BETA released
>
> Hello Tomasz,
>
> I played around with the new example-plugins and the example code from
> the readme file, but I when running the optimizer I never get the
> specified number of 1000 result lines. The number of result lines
> which are listed in the AA window vary depending on the symbol list I
> use (e.g. on Dow30 Symbols I got 335 results for SPSO and 943 results
> for MOCA). The number of executed "Optimization Steps" in the progress
> bar window counts always up to 1000, but not all results are shown.
> What might be the reason?
>
> For the "AddSummaryRows" an other very helpfull information would be
> the StdDev and Mean value. Please could you consider to add it?
>
> Thanks in advance and best regards,
> Markus
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Hello,
>>
>> AmiBroker 5.12.0 BETA released:
>>
>> http://www.amibroker.com/devlog/2008/06/20/amibroker-5120-beta-released/
>>
>> The highlight of this release is the support for non-exhaustive
> optimizer plugins
>> and two sample optimizers with full source code:
>> Standard Particle Swarm Optimizer and Monte Carlo (random) optimizer.
>>
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>
>
>
> ------------------------------------
>
> 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
>
>
>
------------------------------------
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
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