RE: [amibroker] Optimizing Rotational - Curious Result, AmiBroker Email List Archive

Don’t misunderstand me … I didn’t suggest there would be any benefit to using IO for what would be a 75 step exhaustive search optimization over using something built into AB … When I said ANY that’s exactly what I meant …

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ken Close
Sent: Tuesday, August 12, 2008 1:27 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Optimizing Rotational - Curious Result

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

From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Steve Dugas
Sent: Tuesday, August 12, 2008 1:07 PM
To: amibroker@xxxxxxxxxps.com
Subject: Re: [amibroker] Optimizing Rotational - Curious Result

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...

http://www.snapfiles.com/get/csvdb.html

Steve

----- Original Message -----

From: Ken Close

To: amibroker@xxxxxxxxxps.com

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.

From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of cstrader
Sent: Tuesday, August 12, 2008 9:56 AM
To: amibroker@xxxxxxxxxps.com
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@xxxxxxxxxps.com

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

I am using the free version of SPAMfighter for private users.
It has removed 523 spam emails to date.
Paying users do not have this message in their emails.
Try SPAMfighter for free now!
__._,_.___

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

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___