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I have seen the cmae optimizer get stuck on one of the enumerated
choices when there was a better choice available. But that does not mean
it will happen every time. I have also seen the optimizer correctly
choose the best value from an enumerated list. There is some luck
involved. Also some parameter choices may have a larger "good" surface
area in the solution space and are therefore easier to find. I'm just
passing along my anecdotal experience. I don't have tools to quantify
the results.
-Steve
--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> "This will make it hard for the optimizer to cross the bridge between
1 and
> 3."
>
> Have you verified the above?
>
> d
>
> On Wed, Mar 11, 2009 at 12:49 PM, hydroblue@xxx <
> hydroblue@xxx wrote:
>
> > 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@ 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@ 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@xxx:
> > > >
> > > >> 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 ****
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> > > >> This is *NOT* technical support channel.
> > > >>
> > > >> TO GET TECHNICAL SUPPORT send an e-mail directly to
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> > > >>
> > > >> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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> > > >>
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> > > >>
> > > >>
> > > >
> > >
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
> > http://www.amibroker.com/feedback/
> > (submissions sent via other channels won't be considered)
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
------------------------------------
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