Hello, These are general-purpose optimization algorithms of non-linear functions. Any trading system is a function of certain number of arguments. The inputs are parameters and quotation data , the output is your optimization target (say CAR/MDD). And you are looking for maximum of given function.
I provided links to scientific articles describing the math that is underlying these algorithms - see the README file http://www.amibroker.com/devlog/wp-content/uploads/2008/06/readme5130.html Some are based on nature (animal behavior) - PSO algorithm, or biological process - Genetic algorithms, and some are based on mathematical concepts derived by humans - CMA-ES. These algorithms are used in many different areas, including finance. Enter "PSO finance" or "CMA-ES finance" in Google and you will find lots of info. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "cstrader" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, June 27, 2008 7:39 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines > Yes, and more generally, what are these systems? They seem to mimic > evolutionary processes... how are they applied to optimization? And how do > we know that they work well for our particular needs -- are financial > markets and Darwinian evolution really the same processes? Any sources, > references appreciated. > > Thanks > > > > ----- Original Message ----- > From: "Thomas Ludwig" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, June 27, 2008 12:43 PM > Subject: Re: [amibroker] The EASIEST way to use new optimizer engines > > >> TJ, >> >> the new engines work very well. But just one question: >> >>> (the best one which is CMA-ES). >> >> Are there still cases where the other engines are preferable? I mean >> there must be a reason why you included them ;-) >> >> Best regards, >> >> Thomas >> >> ------------------------------------ >> >> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> http://www.amibroker.com/devlog/ >> >> For other support material please check also: >> http://www.amibroker.com/support.html >> Yahoo! Groups Links >> >> >> > > > ------------------------------------ > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > ------------------------------------ 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ 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/ <*> 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:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> 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/
