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Re: [Metastockusers] Need help! Testing 300000 combinations



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If you truly want to optimize 6 variables, MS will do the job. You can optimize
10 variables. 

But for 300000 steps, you can optimize 5 variables for 30000 steps or less,
and a last variable with 10 steps or more.

Pierre Tremblay

vamiban a écrit:
<blockquote type="cite"
 cite="">   
  Lionel,
 
  Thank you for your answer.
 
  I need to optimize 6 variables. Can you tell me a software that
 
  can do this? 
 
   
 
  vamiban
 
  
  Lionel Issen <lissen@xxxxxxxxxxxxx> wrote:
 
  <blockquote class="replbq"
 > 
    
 
    Why
do you need so many combinations? 
 
     
 
    First
decide what you are looking for. Next select a limited number of variables
(combinations) and run your optimization studies. When you see the results
you should be able to determine if you need more combinations and in which
directions to go. If you get a result that is much better than any other
group of parameters don't use it. Look for a group of parameters/combinations
that give similar results as they will be in a range of sturdy variables.
 
     
 
    Don't
waste your time on over optimizations or expensive software.  Keep it simple.
Some of the most successful traders use/used relatively simple methods If
you can get a copy read one of Nicolas Darvas books.  While his methods wont
work nowadays you will see how basically simple his methods were.
 
     
 
    Lionel
 
     
 
     
 
     
 
     
   
    <div class="OutlookMessageHeader" lang="en-us" dir="ltr"
 align="left">-----Original Message-----
    From: vamiban [mailto:vamiban@xxxxxxxxx] 
    Sent: Tuesday, May 25, 2004 3:05 AM
    To: Metastockusers@xxxxxxxxxxxxxxx
    Subject: [Metastockusers] Need help! Testing 300000 combinations
    
    
 
    Hi
 
     
 
    I need to optimize a system. But the combinations are quite an amount
- 300000.
 
    Which program is best to use in my case? Can MetaStock 9 perform
this 
 
    optimization? Math Lab or any other? 
 
     
 
    Can anyone help me?
 
     
 
    Thanks in advance
 
     
 
     
 
     
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