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IO has parameters to control the range of sensitivity testing around
each parameter. When the range is 0, the sensitivity testing is disabled
for that parameter only, other parameters are still tested. The idea is
to avoid wasting precious CPU cycles performing sensitivity tests when
none are needed.
However, sensitivity testing is not the issue here. The issue is the way
the core algorithm of the optimizer searches for better solutions using
the information it has already discovered. You can find TJ's comments on
this topic here:
http://finance.groups.yahoo.com/group/amibroker/message/130477
--- In amibroker@xxxxxxxxxxxxxxx, "Yofa" <jtoth100@xxx> wrote:
>
> Hi,
>
> Isn't "IORange%: 0" IO parameter for this kind of cases?
> Fred, could you clear this?
>
> Y
>
>
> From: dingo
> Sent: Wednesday, March 11, 2009 6:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: OT: Computer recommendation for AB
optimizing
>
>
> "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 ****
> > >> 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
> > >>
> > >>
> > >>
> > >>
> > >
> >
>
>
>
>
> ------------------------------------
>
> **** 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
>
------------------------------------
**** 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/
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