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Hi - I have spent lots of time playing with the built-in intelligent
optimizers, in my experience SPSO will return the same results every time if
the settings are the same. Trib and CMAE will probably return different
results each time. FWIW, I find CMAE to be the worst of the three and I
don't use it anymore, it will find plateaus but nearly always misses the
much more profitable but smaller plateaus. Using a quad-core I can run 4
simultaneous instances and I find that by running 1 SPSO and 3 Trib's and
then comparing the 4 results together, it will generally point me to some
pretty good param values. Good luck!
Steve
----- Original Message -----
From: "gabriel_id@xxxxxxxxx" <finance@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, February 02, 2009 7:25 AM
Subject: [amibroker] Re: random optimization?
> 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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**** IMPORTANT ****
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*********************
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