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.
> >
> >
>