Thanks, that helps... basically these are all different variations of "solvers," right? And they don't care what they are modelling -- they just do the math looking for the single best solution? So it's just speed that matters? Or do different solvers get different solutions?
And I echo all of the recent praises... take care of yourself Tomasz! Chuck ----- Original Message ----- From: "Tomasz Janeczko" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, June 27, 2008 2:05 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines > 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 > > > ------------------------------------ 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/
