Yes but I was trying to illustrate a methology for the original question and as I stated one can make the space continuous or at least more so by having a weighted voting mechanism
----- Original Message ----- From: onelkm Date: Friday, January 9, 2009 7:35 pm Subject: [amibroker] Re: Optimization Question To: [email protected] > Fred > A while back Tomasz commented about "non continous parameter > spaces". > Doesn't the use of on/off variables introduce discontinuities in > the > solution which will present problems when using IO, CMAE, PSO > types > of optimizers? I appreciate your comments - thanks Larry > > > "CMAE, PSO and most other non-exhaustive methods are best for > continuous parameter spaces. Discrete spaces where adjacent > param > values result in wild changes in fitness tend to be very > difficult to > optimize in "intelligent" manner. Best regards, Tomasz Janeczko > amibroker.com" > > --- In [email protected], ftone...@... wrote: > > > > One way to do this is to have an on/off ( 1/0 ) optimizable > variable for each indicator so that individual indicators are > either > used or not and then let optimzation make the determination. > > > > ----- Original Message ----- > > From: longarm61 > > Date: Wednesday, January 7, 2009 8:25 pm > > Subject: [amibroker] Optimization Question > > To: [email protected] > > > > > Is there a way to optimize a group of indicators so that the > > > results > > > not only give you the optimized values, but also tell you > which > > > indicators you'd have better off not using at all? Something > > > like > > > this: > > > > > > Best return: Indicator1=80, Indicator2=NO, Indicator3=50, > > > Indicator4=NO > > > > > > Thanks in advance, > > > > > > Grant > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
