Hi Ken - FWIW, on the opts I am doing with CMAE ( using 31 runs ), the progress bars says I have 1.5 billion opt steps and will take over 5 years to run, but it always converges within 10 minutes or so and often quicker. I would just let it run, at least for say, 30 or 60 mins, you will probably find that it finishes even quicker.
Oh BTW, I think you were recently looking for something that handles huge CSV files? I found this a couple of days ago, looks very good, apparently does everything, it's free, supposedly spyware-free, was going to try it before I recommended it to you but haven't had a chance yet. But as long as I am writing anyway here it is... http://www.snapfiles.com/get/csvdb.html Steve ----- Original Message ----- From: Ken Close To: [email protected] Sent: Tuesday, August 12, 2008 12:30 PM Subject: RE: [amibroker] Optimizing Rotational - Curious Result 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 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
