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Fred has included a sample in the User's Knowledge Base:
http://www.amibroker.org/userkb/2007/08/13/g-io-more-advanced-
problems/
Note that since the introduction of OptimizerSetEngine functionality,
introduced in AmiBroker release 5.20, the same approach is now
possible directly from within AmiBroker too:
http://www.amibroker.com/guide/afl/afl_view.php?id=359
Be aware that non exhaustive algorithms are designed for continuous
search space, not binary, as highlighted by Tomasz in this thread:
http://finance.groups.yahoo.com/group/amibroker/message/130480
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "longarm61" <norm1@xxx> wrote:
>
> Thanks, appreciate it. If it's not too much trouble, could you (or
> someone) give me a quick example of how exactly that would be coded?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, ftonetti@ wrote:
> >
> > One way to do this is to have an on/off ( 1/0 ) optimizable
> variable for each indicator so that individual indicators are
either
> used or not and then let optimzation make the determination.
> >
> > ----- Original Message -----
> > From: longarm61
> > Date: Wednesday, January 7, 2009 8:25 pm
> > Subject: [amibroker] Optimization Question
> > To: amibroker@xxxxxxxxxxxxxxx
> >
> > > Is there a way to optimize a group of indicators so that the
> > > results
> > > not only give you the optimized values, but also tell you which
> > > indicators you'd have better off not using at all? Something
> > > like
> > > this:
> > >
> > > Best return: Indicator1=80, Indicator2=NO, Indicator3=50,
> > > Indicator4=NO
> > >
> > > Thanks in advance,
> > >
> > > Grant
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
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