----- Original Message -----
Sent: Saturday, August 09, 2008 8:52
PM
Subject: Re: [amibroker] CMAE
question
Hi TJ - I read in the ReadMe that the default for
MaxEval is 0, and it is advised not to change it. If I define it myself as 0,
is that different from not defining it at all and just accepting the
default?
Yes, I read that it is advised not to go over 10
runs, but in experimenting, Runs = 31 and MaxEval = 0 seems to return
quite good and consistant results whereas 5 or 10 runs seems hit-or-miss and
results can vary quite a bit. But maybe I am screwing things up by defining
Runs as 0?
Steve
----- Original Message -----
Sent: Saturday, August 09, 2008 2:29
PM
Subject: Re: [amibroker] CMAE
question
Hello,
This is entirely wrong combination of
params.
MaxEval should be AT LEAST 2000. Runs should NEVER be set
to anything greater than 10, with 5 being resonable max.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, August 09, 2008 8:03
PM
Subject: [amibroker] CMAE
question
Hi - I am playing around with the CMAE opt
engine. MaxEval is set to 0 by me (instead of just accepting
default). For Runs, if I enter any number up to 31, it will warn me about
taking lots of time, and at 31 runs it says I have about 1.5B opt
steps. If I enter any any number > 31, it may or may not warn me, and
when it doesn't warn me, behavior of the progress box appears different.
Am I overflowing the max allowed opt steps? Is there some limit to this
algorithm? Any other thoughts why things are different sometimes? Thanks
very much!
Steve