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[amibroker] Question for anyone using IO - Intelligent Optimizer program



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I've been bugging IO author Fred with a bunch of basic IO questions lately, so figure I would ask the group first on this one. What I am trying to achieve is pretty basic, but proving to be difficult for some reason.

As I have an 8-core machine, I want to use IO to speed up AB's Exhaustive Optimization. I need to use exhaustive, rather than non exhaustive methods, for reasons too involved to get into for the purpose of this post. And I know that Fred also offers the program MCO, which is used precisely for what I want - but for whatever reason MCO does not work on my machine, whereas IO does.

So I am trying to get IO to do exhaustive optimization, which on the surface appears to be an amazing 10-15 times faster using all 8 cores. However, the reports generated by IO are not matching the AB AA optimization report.

These are the IO settings I use in my AFL:

//IO: Servers:   7
//IO: ABReports: Keep
//IO: OptType:   Exhaustive
//IO: BegISDate: 04/10/2008
//IO: EndISDate: 05/10/2008


When I run IO, it creates 8 reports in the \IO\Work directory of the form
IO ResultsOptN.csv where N = the server number. These reports are pulled from AB's engine, as far as I understand. And as each core runs a portion of the optimization, each core's report roughly tends to be 1/8 the size of the report one would get from AB running the optimization itself on a single core.

But when I open the 8 mini reports and compile them into one report, and sort by net profit and then compare to the single AA Optimization report generated by AB (i.e. without using IO or multiple cores) for the same date range - the numbers don't match at all. At the very least, the same net profit figures should appear in both reports. But they don't.

IO is either changing date ranges on me, or some other settings, or is doing non exhaustive optimization.

How do I get it to simply emulate AB's exhaustive optimization, but on all cores? What settings do I need to set?

Thanks for any help on this.

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