Keith,
How would you use Random() to set up an optimization to run
say 1000
iterations overnight?
Regards
Richard
--- In amibroker@xxxxxxxxxps.com, Keith McCombs
<kmccombs@xx.> 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@xxxxxxxxxps.com
<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.
>
>
>
>
>