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Consider the following code and assume the fitness for mode 2 is much
worse than the fitness for modes 1 and 3. This will make it hard for the
optimizer to cross the bridge between 1 and 3. What techniques would
help to optimize this kind of system?
posSizeAlgorithmMode = Optimize("posSizeAlgorithmMode", 1, 1, 3, 1);
posScoreAlgorithmMode = Optimize("posScoreAlgorithmMode", 1, 1, 3, 1);
Buy = ...
Sell = ...
if (posSizeAlgorithmMode == 1)
PositionSize = PosSizeAlgorithm1();
else if (posSizeAlgorithmMode == 2)
PositionSize = PosSizeAlgorithm2();
else
PositionSize = PosSizeAlgorithm3();
if (posScoreAlgorithmMode == 1)
PositionScore = PosScoreAlgorithm1();
else if (posScoreAlgorithmMode == 2)
PositionScore = PosScoreAlgorithm2();
else
PositionScore = PosScoreAlgorithm3();
--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> IMHO - you should do everything you can to be able to run IO. There
are ways
> to make discontinuous variables continuous for optimizations. Mind
posting
> an example of yours?
>
> d
>
> On Wed, Mar 11, 2009 at 9:33 AM, dingo dingo@xxx wrote:
>
> > Intel dual core i7 with fast clock - AB only uses 1 core. 3gig mem.
Intel
> > SLC flash (if you've got the money otherwise WD Raptor). Medium
video card.
> >
> >
> > d
> >
> > On Wed, Mar 11, 2009 at 12:57 AM, ozzyapeman zoopfree@xxxxxxxx:
> >
> >> I should add that I need to run exhaustive optimizations, as
opposed to
> >> CMAE or using Fred's IO, as my variables are discontinuous - not
traditional
> >> indicator-type variables.
> >>
> >> In my parallel dream life, I run AB Ultra Professional 7.0 on 8
state of
> >> the art graphics cards, with thousands of processors, 500,000 times
faster
> >> than good old AB 5.24.
> >>
> >> But I digress. ;-)
> >>
> >> In the real world, what is the best I can do?
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" zoopfree@ wrote:
> >> >
> >> > Now that I am just about trading full time, my main PC has become
a
> >> dedicated trading computer. That only leaves me with a clunky
second PC
> >> (6-years old) for doing offline optimizing. And it's waaay too
slow.
> >> >
> >> > So I am in the market for a new PC, and want to get something
powerful,
> >> but don't want to overpay for stuff that won't be used. For
example, 8GB of
> >> RAM sounds great, but if WinXP only uses 4GB (or 3?) then I imagine
the
> >> other 4 GB just goes to waste?
> >> >
> >> > If I plan to use this PC mainly for offline optimizing and
backtesting,
> >> what are the recommended specs? I want as much speed as I can
possibly get.
> >> My optimizations tend to be humongous, taking days on a quad core.
> >> >
> >> > Any hardware gurus please feel free to chime in:
> >> >
> >> > - RAM?
> >> > - Quad-core vs Eight-core?
> >> > - OS?
> >> > - HD type (flash vs mechanical)?
> >> > - any other hardware/software suggestions for increasing speed?
> >> >
> >> > Thanks!
> >> >
> >>
> >>
> >>
> >>
> >> ------------------------------------
> >>
> >> **** IMPORTANT PLEASE READ ****
> >> This group is for the discussion between users only.
> >> This is *NOT* technical support channel.
> >>
> >> TO GET TECHNICAL SUPPORT send an e-mail directly to
> >> SUPPORT {at} amibroker.com
> >>
> >> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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> >>
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> >>
> >> Yahoo! Groups Links
> >>
> >>
> >>
> >>
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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