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Hello,
Since new optimizers caused a lot of interest but at the same time some confusion here
is a short clarification / FAQ:
Q: What is the goal of using new optimizers ?
A: The goal is to shorten time required to find optimum parameter values
by using "smart" search algorithm instead of old, "exhaustive" (or "brute-force") method.
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Q: What is the simplest way to use new optimizer ?
A: Just add one line to your code:
OptimizerSetEngine("cmae");
and run optimization (AmiBroker version 5.13.0 or above required).
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Q: Is the additional plug in a complete optimizer or, is it just a hook for someone to add an external optimizer to it?
A: The plugins shipped in "Plugins" subfolder are fully functional/complete optimizers. To use them just select the optimizer engine
using OptimizerSetEngine() function
OptimizerSetEngine("cmae"); // selects CMA-ES optimizer
..or..
OptimizerSetEngine("trib" ); // selects TRIBES optimizer
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Q: If it is a complete application why is it in ADK?
A: In addition to providing ready-to-use working optimizers, AmiBroker provides also the INTERFACE to 3rd party optimizers.
To make it easy for 3rd parties to implement their own optimizers. AmiBroker.com includes FULL SOURCE codes
to all optimizer engines released. That's why the BETAs come also with ADK subfolder where source codes can be found.
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Q: I am not a programmer. What is ADK for ?
A: ADK is for programmers only wanting to develop their own plugins. Inside there are just C++ source code examples.
If you are regular user, you don't need ADK at all. You can delete that subfolder, as it is not needed for operation of AmiBroker
and/or the optimizers
Best regards,
Tomasz Janeczko
amibroker.com
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