|
PureBytes Links
Trading Reference Links
|
If what you term as raw ( which I assume you mean to be exhaustive search ) says there are 75 steps then I'm not sure why you'd bother using any intelligent optimizer ...
----- Original Message -----
From: Ken Close
Date: Tuesday, August 12, 2008 12:33 pm
Subject: RE: [amibroker] Optimizing Rotational - Curious Result
To: amibroker@xxxxxxxxxxxxxxx
> I stopped the optimization after several minutes. The est time was
> increasing as I watched.
>
> TJ said this was a trivial case which the cmae was not designed for.
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of cstrader
> Sent: Tuesday, August 12, 2008 9:56 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Optimizing Rotational - Curious Result
>
>
> But did the cmae approach actually increase or decrease the time
> when you
> ran it?
>
>
>
> ----- Original Message -----
> From: Ken Close
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, August 12, 2008 9:19 AM
> Subject: [amibroker] Optimizing Rotational - Curious Result
>
> I thought this was a curious development---I wondered if it was
> possible to
> optimize a rotational model. Of course it is.
>
> To test, I stuck three variables into a fairly long afl code (complex
> positionscore calculations).
> Raw optimization said 75 steps, estimated time ~ 4 minutes.
>
> I added the cmae engine statement at the beginning and the
> optimize screen
> said 9662 steps with est time of ~ 6 hours.
>
> I thought the "cmae" optimization step would decrease time, not
> increase the
> time so dramatically.
>
> What do you think was going on?
>
> Have any of you optimized a rotational strategy?
>
> Ken
>
>
>
>
__._,_.___
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
![]()
__,_._,___
|