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Steve--thanks for the added insight, and for the link. Looks
interesting, and I will dl and try it.
Fred--obviously. I was just mucking around and wanting to
"compare". Clearly the comparison was ill structured.
Getting
geared up for some extensive optimizations. Will get back into your latest
IO update, again for comparison purposes.
Ken
Hi Ken - FWIW, on the opts I am doing with CMAE (
using 31 runs ), the progress bars says I have 1.5 billion opt steps and will
take over 5 years to run, but it always converges within 10 minutes or so and
often quicker. I would just let it run, at least for say, 30 or 60 mins, you
will probably find that it finishes even quicker.
Oh BTW, I think you were recently looking for
something that handles huge CSV files? I found this a couple of days ago,
looks very good, apparently does everything, it's free, supposedly
spyware-free, was going to try it before I recommended it to you but haven't had
a chance yet. But as long as I am writing anyway here it is...
Steve
----- Original Message -----
Sent: Tuesday, August 12, 2008 12:30
PM
Subject: RE: [amibroker] Optimizing
Rotational - Curious Result
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.
But did the cmae approach actually increase or
decrease the time when you ran it?
----- Original Message -----
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
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