Ken, Any non-exhaustive optimizer will tell you *ESTIMATE* of steps required. That estimate is absolute MAXIMUM number of tests if will use for given number of parameters. You may change the granularity (i.e. STEP parameter of optimization) and you will notice that while exhastive number of steps changes, CMAE does not. This is because CMAE search continuous param spaces (unlike exhaustive). For trivial tasks as this one it would overestimate a lot because CMAE is supposed to be applied on problems that require way more than 10000 steps.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Ken Close To: [email protected] Sent: Tuesday, August 12, 2008 3:19 PM 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
