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[amibroker] Re: random optimization?



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Tribes is a non exhaustive optimizer, meaning that it does not 
evaluate every possible combination.

As such, it is possible that it will find different "optimal" 
solutions every time, depending on the nature of the surface being 
optimized. For example; If the surface has many similar peaks, it may 
land on a different one each time (local optima) instead of the one 
true optimal solution (global optima).

Try increasing the number of Runs and/or MaxEval. If you have more 
than 2 or 3 optimization variables, 1000 MaxEval is not enough.

http://amibroker.com/guide/h_optimization.html

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "gabriel_id@xxx" <finance@xxx> wrote:
>
> hi there,
> 
> i am a bit confused, i run the same optimization process.. on same
> data range..  and i got different results each time :)
> 
> and the engine was trib, 5, 1000...
> 
> thx,
> GV
>



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