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Also, if you need to run exhaustive for whatever reason, and have a
large number of steps, (and have 4, or 8, or more processors in your
PC), then you can use the program MCO from the files section of this
group. Allows you to split the job up amongst all your processors.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> Just use the default, built in, exhaustive optimizer (i.e. do not call
> OptimizerSetEngine).
>
> You only have 60 iterations, so there is no need for a non exhaustive
> optimizer. Non exhaustive optimizers are targeted at problems that
> have too many combinations to evaluate in any reasonable amount of
> time (e.g. hundreds of thousands or more iterations that would takes
> days, months or years to complete).
>
> Note, however, that when using an exhaustive optimizer you have to
> avoid over optimization, also known as curve fitting or of using up
> all of the degrees of freedom.
>
> Tomasz wrote an interesting article that appears to address exactly
> what you are doing (seeking optimal time frame) while at the same time
> attempting to avoid curve fit solutions:
>
> http://www.amibroker.com/docs/MTFIndicators.html
>
> Also, when you say "variable results", what exactly do you mean? It
> should be expected that at each step of a walk forward analysis, some
> parameters may change.
>
> Since market conditions change during each in sample period (e.g. bull
> to bear), a new optimal set of parameters will likely result, which
> will no longer coincide with the previous in sample period that was
> calculated under different conditions (e.g. was bull, now is bear).
>
> http://www.amibroker.com/guide/h_walkforward.html
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gabriel_id@" <finance@>
> wrote:
> >
> > 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@> 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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