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

["richpach2" <richpach2@xxxxxxxxx>]

Keith,

How would you use Random() to set up an optimization to run say 1000
iterations overnight?

Regards
Richard

--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> 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@xxxxxxxxxxxxxxx
<mailto:amibroker%40yahoogroups.com>, 
> > "Curt" <crcmcc@> 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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