I stopped the optimization after several minutes. The est time was increasing as I watched. TJ said this was a trivial case which the cmae was not designed for.
_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Tuesday, August 12, 2008 9:56 AM To: [email protected] Subject: Re: [amibroker] Optimizing Rotational - Curious Result But did the cmae approach actually increase or decrease the time when you ran it? ----- Original Message ----- From: Ken Close <mailto:[EMAIL PROTECTED]> 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
