But did the cmae approach actually increase or decrease the time when you ran it?
----- Original Message ----- From: Ken Close To: [email protected] Sent: Tuesday, August 12, 2008 9:19 AM Subject: [amibroker] Optimizing Rotational - Curious Result I thought this was a curious development---I wondered if it was possible to optimize a rotational model. Of course it is. To test, I stuck three variables into a fairly long afl code (complex positionscore calculations). Raw optimization said 75 steps, estimated time ~ 4 minutes. I added the cmae engine statement at the beginning and the optimize screen said 9662 steps with est time of ~ 6 hours. I thought the "cmae" optimization step would decrease time, not increase the time so dramatically. What do you think was going on? Have any of you optimized a rotational strategy? Ken
