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Dennis,
The optimizer plugin architecture uses backtester. You can't go without using backtester.
Call to pfEvaluateFunc invokes full-blown backtest for given parameter set.
If you would like to optimize "general purpose" functions without using backtester,
you would need to take sources provided and write your own plugin that won't
use backtesting engine at all.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Dennis Brown" <see3d@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 07, 2008 3:30 AM
Subject: [amibroker] Code help please... Optimize with CMAE
> Hello,
>
> I have been staring at the CMAE DLL stuff for days and I really need
> some help to figure out how to use it in a particular way.
>
> I would like to use the optimizer in a generic sense to do the
> following from AFL without using the internal backtester, meaning only
> AFL in indicator mode:
>
> Initialize 2 items:
> item 1 is X and has a default,min,max,step,current,best values
> 1,1,1000,1,1,1
> item 2 is Y and has a default,min,max,step,current,best values
> 1,1,1000,1,1,1
>
> The objective is to optimize X and Y so that X*Y==100
>
> objective function in AFL:
> function Objective()
> {
> return 100 - X*Y;
> }
>
> The steps I would need to take as I understand them are:
>
> 1. Initialize the X and Y OptimizeItems by calling
> OptimizerInit( with bunch of arguments) --most arguments are
> irrelevant to this test.
>
> 2. Start the optimizer engine by calling pfEvaluateFunc( pContext ) --
> there really is no context that I understand for this test.
>
> 3. The DLL calls back for the objective AFL function
>
> 4. It runs step 3 a number of times to find the solution of X=Y=10
>
> 5. OptimizerFinalize(same bunch of arguments as step 1)
>
> Of course I would prefer that step 3 is AFL calling the optimizer DLL
> instead (simple mode), but I did not think that is how the CMAE works.
>
> Anyway, if I could get this simple case to work, I am sure I could
> figure out how do do much more complicated cases after that on my own.
>
> Of course if there is no way to use the existing DLL without changing
> it, I would like to know that also. I should be able to make modest
> changes to the DLL myself.
>
> Please any hints or AFL code is appreciated.
>
> Best regards,
> Dennis
>
>
> ------------------------------------
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> For other support material please check also:
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>
>
>
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