Re: [amibroker] Re: Optimization Question, AmiBroker Email List Archive

Yes but I was trying to illustrate a methology for the original question and as I stated one can make the space continuous or at least more so by having a weighted voting mechanism

----- Original Message -----
From: onelkm
Date: Friday, January 9, 2009 7:35 pm
Subject: [amibroker] Re: Optimization Question
To: amibroker@xxxxxxxxxxxxxxx

> Fred
> A while back Tomasz commented about "non continous parameter
> spaces".
> Doesn't the use of on/off variables introduce discontinuities in
> the
> solution which will present problems when using IO, CMAE, PSO
> types
> of optimizers? I appreciate your comments - thanks Larry
>
>
> "CMAE, PSO and most other non-exhaustive methods are best for
> continuous parameter spaces. Discrete spaces where adjacent
> param
> values result in wild changes in fitness tend to be very
> difficult to
> optimize in "intelligent" manner. Best regards, Tomasz Janeczko
> amibroker.com"
>
> --- In amibroker@xxxxxxxxxxxxxxx, ftonetti@xxx 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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