Re: [amibroker] Re: Using Optimizer with PositionScore=Random()

[Keith McCombs <kmccombs@xxxxxxxxxxxx>]

Curt --
IMO, it makes a whole lot of sense. 

Notice that if your strategy could select many stocks to trade, if you do not use Random(), the system is biased to those stocks whose symbols are near the front of the alphabet.

You can use Random() to set up an optimization to run say 1000 iterations overnight.  Export the results to your favorite spread sheet and see a more realistic distribution of returns you might expect.
-- Keith

Curt wrote:

--- In amibroker@xxxxxxxxxps.com, "Curt" <crcmcc@xxx> wrote:
>
> Does it make sense to try to use the optimizer if PositionScore is set
> to Random()? For example:
>
> OptimizerSetengine("cmae");
> PositionScore = Random();
>
I should clarify that by setting PositionScore=Random(), runs with
exactly the same parameters will not produce the same results. This is
because, in the cases where the portfolio becomes fully invested, a
different set of stocks will populate the portfolio each run.

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