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Hi everybody,
I just want to emphasize - and to get your feedback - speed increase is not the only benefit - more important, I think, is the quality of the optimization. Remember, any optimizer will just maximize a function on a finite interval, and given enough parameters, the only way to prevent against curve fitting is more data. My feeling is that these parameter relationships help a bit against curve fitting.
Regards,
Alex
--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> Tomasz --
> Sorry, I ran only a short test. Therefore, only saw AA's spread sheet
> results. And didn't notice the speed increase.
>
> Would it be possible to exclude the posting of null results from AA's
> spread sheet as well?
> -- Keith
>
> Tomasz Janeczko wrote:
> >
> > It limits the number of iterations to the extension required to
> > actually FIND OUT that you want to skip this. I.e. the formula needs
> > to be evaluated to find out that "Exclude" variable is true.
> >
> > The "exclude" tells the backtester NOT to collect signals and not to
> > perform actual portfolio backtesting.
> > This greatly increases the speed.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> > ----- Original Message -----
> > *From:* Keith McCombs <mailto:kmccombs@...>
> > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> > *Sent:* Tuesday, March 17, 2009 9:37 PM
> > *Subject:* Re: [amibroker] Re: Optimization: relationship between
> > parameters
> >
> > Tomasz --
> > I just tried your suggestion. It does not limit the search or the
> > number of iterations. It just sets the results of the excluded
> > tests to zero.
> > -- Keith
> >
> > redberryys wrote:
> >>
> >> Oh, great, thank you, Tomasz!
> >> --- In amibroker@xxxxxxxxxxxxxxx
> >> <mailto:amibroker@xxxxxxxxxxxxxxx>, "Tomasz Janeczko"
> >> <groups@> wrote:
> >> >
> >> > Hello,
> >> >
> >> > You can do this using this statement:
> >> >
> >> > Exclude = FastPeriod > SlowPeriod;
> >> >
> >> > Best regards,
> >> > Tomasz Janeczko
> >> > amibroker.com
> >> > ----- Original Message -----
> >> > From: "redberryys" <redberryys@>
> >> > To: <amibroker@xxxxxxxxxxxxxxx
> >> <mailto:amibroker%40yahoogroups.com>>
> >> > Sent: Tuesday, March 17, 2009 1:55 PM
> >> > Subject: [amibroker] Optimization: relationship between parameters
> >> >
> >> >
> >> > > Hi,
> >> > > Is there any possibility to specify a relationship between
> >> optimization parameters? Many times, such a relationship makes
> >> sense -
> >> > > for example, the length of a slow avg should be bigger than
> >> the length of a fast one.
> >> > > Having relationships specified would limit the search space
> >> and provide more logical solution, reducing curve fitting as well.
> >> > >
> >> > > If it is not possible, - for Tomasz - how hard would it be to
> >> add this?
> >> > >
> >> > > Thank you,
> >> > > Alex
> >> > >
> >> > >
> >> > >
> >> > > ------------------------------------
> >> > >
> >> > > **** 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/
> >> <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/
> >> <http://www.amibroker.com/devlog/>
> >> > >
> >> > > Yahoo! Groups Links
> >> > >
> >> > >
> >> > >
> >> >
> >>
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
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SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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