Ed, IO reports numbers directly from AB ...
Without seeing your AFL including whatever IO's directives and having some clue as to what you are running it on it would be difficult to comment further. I assume you mean you used IO to OPTIMIZE a simple system as opposed to backtest it but in any case if you want further help please email me ... As per the doc, support for IO is not provided here. Fred --- In [email protected], "Ed Cottrell" <[EMAIL PROTECTED]> wrote: > > I followed Fred's advice and installed the Intelligent Optimizer, but after > playing around with it for the evening, I don't really know what it's doing. > I understand the Particle Swarm and Differential Optimization techniques, > but I don't understand the results it's coming up with in terms of > "Fitness." > > For example, I backtested a very simple system using the IO and the default > Fitness setting of CAR / MDD. The IO produced a system which gave the > backtest report available here: http://www.edcottrell.com/iobacktest.htm > > IO says this has a Fitness of 0.002, which I don't understand, at all. By my > calculation, Fitness = CAR / MDD = 3.21 / 7.48 = .429, which is what the AB > backtest report shows. > > So, this is my question: what is the Fitness number IO is reporting here, > because it's clearly not just CAR / MDD? > > Any help is greatly appreciated! > > -Ed > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
