[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [EquisMetaStock Group] MS8 - never-ending optimizations



PureBytes Links

Trading Reference Links




I'm 
running the test against 1000 or more securities.   Best I can tell, 
the number of tests quoted by MS = opt1 values * opt2 values * # 
securities.
<FONT face=Arial color=#0000ff 
size=2> 
If I 
run the test using integer variables, it works fine.
<FONT face=Arial color=#0000ff 
size=2> 
If I 
run the test using decimal variables, sometimes it goes forever.   
When I say "forever", I mean a couple of days when it should be a couple of 
hours.
<BLOCKQUOTE 
>
  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: Joe J. 
  [mailto:jojab@xxxxxxxxx]Sent: Saturday, March 01, 2003 8:57 
  PMTo: equismetastock@xxxxxxxxxxxxxxxSubject: RE: 
  [EquisMetaStock Group] MS8 - never-ending 
  optimizationsAre you running this on more than 
  security or on more than one timeframe?  MS counts those separately so if 
  it says it is going to run 40 tests on one security, that means 80 on two 
  (even though it says 40 tests have to be run).As for your other 
  question (how to cut down the computing time).  You could put them in a 
  formula and then reference that formula and variable using the FmlVar() 
  function.  I never seem to have a problem with PC power in running these 
  tests so I don't know if it will make a difference or not but you could try 
  it.Good Trading,Joe J.-----Original 
  Message-----From:      Chuck Rademacher 
  [mailto:chuck_rademacher@xxxxxxxxxx]Sent:      
  Sat 3/1/2003 3:32 PMTo:      
  equismetastock@xxxxxxxxxxxxxxxCc:      
  Subject:      [EquisMetaStock Group] MS8 - 
  never-ending optimizationsHave any of you seen the situation where MS8 
  will keep optimizing after it is supposed to be finished?   It might 
  tell you that there will be 1200 tests, but it keeps going after it has 
  completed the 1200 tests.My own diagnosis is that it has trouble with 
  precision if you are using decimals in your OPT values.For instance, I 
  am doing an optimization using a range of 0.01 to 0.05 increment by 
  0.01.   My feeling is that, due to inprecision in the way MS stores 
  these values, it never gets exactly 0.05 and keeps going.I think that 
  I have fixed the problem by using a range of 1 to 5 for OPT1 and then dividing 
  by 100 in my actual buy/sell syntax.Has anyone else seen this 
  problem?   How have you managed to get around the 
  problem?CheersYahoo! Groups 
  Sponsor      ADVERTISEMENT<<A 
  href="">http://rd.yahoo.com/M=243376.3035052.4359433.1927555/D=egroupweb/S=1705375617:HM/A=1414910/R=0/*http://ad.doubleclick.net/jump/N879.ameritrade.yahoo/B1054521.29;sz=300x250;adc=zhs;ord=1046557785512518?> 
          <<A 
  href="">http://us.adserver.yahoo.com/l?M=243376.3035052.4359433.1927555/D=egroupmail/S=:HM/A=1414910/rand=357019781> 
        To unsubscribe from this group, send an 
  email to:equismetastock-unsubscribe@xxxxxxxxxxxxxxxYour 
  use of Yahoo! Groups is subject to the Yahoo! Terms of Service <<A 
  href="">http://docs.yahoo.com/info/terms/> 
  . To 
  unsubscribe from this group, send an email 
  to:equismetastock-unsubscribe@xxxxxxxxxxxxxxxYour 
  use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT  









To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx





Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.



<<attachment: winmail.dat>>