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Thanks, that helps... basically these are all different variations of
"solvers," right? And they don't care what they are modelling -- they just
do the math looking for the single best solution? So it's just speed that
matters? Or do different solvers get different solutions?
And I echo all of the recent praises... take care of yourself Tomasz!
Chuck
----- Original Message -----
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, June 27, 2008 2:05 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
> 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
>>
>>
>>
>
> ------------------------------------
>
> 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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