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Hi Bisto --
Thanks. From the original posting, I was thinking that SPSO was a metric.
Dubi --
The choice of optimization method (exhaustive, cmae, ...) and metric (Ulcer Index, CAR/MDD, k-ratio, ...) are independent. The optimization portion of the walk forward will be carried out using the optimization method you request in you afl code with the OptimizerSetEngine statement. The selection of which of the alternatives tested to use for the out-of-sample run will be determined by the metric you set in the Optimization Target box on the Walk Forward tab of the AA Settings.
Or did I misinterpret your question?
Thanks,
Howard
On Fri, Nov 13, 2009 at 3:39 AM, Bisto <bistoman73@xxxxxxxxx> wrote:
I suppose: Standard Particle Swarm Optimization
Bisto
> On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 <gonzales74@xxx> wrote:
>
> >
> >
> > Hi!
> >
> > Is it possible to optimize a system (for e.g. best net performance %) with
> > SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use
> > then this parameters for the out of sample test for the next period in the
> > Walk Forward Test of Amibroker? I know I could do this in separate steps,
> > but I would like to automize that. Or does someone know an other solution
> > for this?
> >
> > Many thanks and kind regards,
> >
> > dubi
> >
> >
> >
>
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