|
PureBytes Links
Trading Reference Links
|
I understand, but the "Exclude" feature is very old (actually it comes from 1998) and at that time
there wasn't smart optimizer available. Today things are different and you are right that
it may come handy when using in conjunction with non-exhaustive optimizers.
Currently available optimizer API allows full control over optimization process.
It is 100% possible now to adjust the smart optimizer to skip any "unneeded combinations".
The source files and optimizer API are included with the ADK - you are free to customize to your needs.
As far as me doing this, I would need to come up with something general enough to fit very varied needs,
so this is food for thought, but since optimizer API is open you are free to do it by yourself if you need it now :-)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "redberryys" <redberryys@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 18, 2009 12:37 AM
Subject: [amibroker] Re: Optimization: relationship between parameters
> 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 ****
> 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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|