Tomasz and Paul,
Thank you for responding.
Yes, I also had
looked at those sources, but being that I am able to
only stumble along
with C++, it is Greek to me.
I think I would be better off trying to
understand how to modify the
AmiBroker plugin DLL to call back my AFL
objective function.
It is still Greek, but at least it is a simpler
and meaningful Greek
phrase to start with.
I would still welcome
any specific advice or hints in areas that I am
likely to stumble
over.
Best regards,
Dennis
> On Jul 7, 2008, at 7:10 AM,
Tomasz Janeczko wrote:
>
> Yes, these sources are actually
included in what you already have on
> your hard disk
> under
ADK\CMAE\cmaes
>
> Best regards,
> Tomasz Janeczko
>
amibroker.com
>> ----- Original Message -----
>> From:
Paul Ho
>> To: amibroker@xxxxxxxxxps.com
>>
Sent: Monday, July 07, 2008 12:22 PM
>> Subject: RE: [amibroker]
Code help please... Optimize with CMAE
>>
>> Go to the
guy's site where Tomasz download his source code from,
>> download
his source code, and stare at that one instead, I think
>> its a
lot closer to what you want. http://www.bionik.tu-berlin.de/user/niko/cmaes_c.tar.gz
>>
>>
>>
On Jul 7, 2008, at 4:05 AM, Tomasz Janeczko wrote:
>>
>>
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@xxxxxxxxcom>
>>
To: <amibroker@xxxxxxxxxps.com>
>>
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
>>>