Re: [amibroker] The EASIEST way to use new optimizer engines

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

These are general-purpose optimization algorithms of non-linear functions.
Any trading system is a function of certain number of arguments. The inputs
are parameters and quotation data , the output is your optimization target
(say CAR/MDD). And you are looking for maximum of given function.

I provided links to scientific articles describing the math that is underlying these algorithms
- see the README file http://www.amibroker.com/devlog/wp-content/uploads/2008/06/readme5130.html

Some are based on nature (animal behavior) - PSO algorithm, 
or biological process - Genetic algorithms, 
and some are based on mathematical concepts derived by humans - CMA-ES.

These algorithms are used in many different areas, including finance.

Enter "PSO finance" or "CMA-ES finance" in Google and you will find lots of info.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "cstrader" <cstrader232@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, June 27, 2008 7:39 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines


> Yes, and more generally, what are these systems?  They seem to mimic 
> evolutionary processes... how are they applied to optimization?  And how do 
> we know that they work well for our particular needs -- are financial 
> markets and Darwinian evolution really the same processes?  Any sources, 
> references appreciated.
> 
> Thanks
> 
> 
> 
> ----- Original Message ----- 
> From: "Thomas Ludwig" <Thomas.Ludwig@xxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, June 27, 2008 12:43 PM
> Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
> 
> 
>> TJ,
>>
>> the new engines work very well. But just one question:
>>
>>> (the best one which is  CMA-ES).
>>
>> Are there still cases where the other engines are preferable? I mean
>> there must be a reason why you included them ;-)
>>
>> Best regards,
>>
>> Thomas
>>
>> ------------------------------------
>>
>> 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.
> 
> 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
> 
> 
> 

------------------------------------

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