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[amibroker] Re: random optimization?



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OK..

Can u give me what type of engine and with what kind of settings will
get the same results when i optimize this lines:

N = Optimize("N-minutes", 33, 1, 60, 1); 
TimeFrameSet( N * in1Minute ); 
MA1 = MA( Close, 10); 
MA2 = MA( Close, 20); 
BuySignal = Cross( MA1, MA2); 
sellSignal = Cross( MA2, MA1); 
TimeFrameRestore(); 

Buy = TimeFrameExpand(BuySignal , N*in1Minute); 
Sell = TimeFrameExpand(sellSignal , N*in1Minute); 

I tried cmae, 5 , 1000, have variable results.. on walkforward
i tried spso, 5, 1000, same variables results.. 
and also trib, 5, 1000.. 


--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@" <finance@> 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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