Keith, How would you use Random() to set up an optimization to run say 1000 iterations overnight?
Regards Richard --- In [email protected], Keith McCombs <kmcco...@...> wrote: > > Curt -- > IMO, it makes a whole lot of sense. > > Notice that if your strategy could select many stocks to trade, if you > do not use Random(), the system is biased to those stocks whose symbols > are near the front of the alphabet. > > You can use Random() to set up an optimization to run say 1000 > iterations overnight. Export the results to your favorite spread sheet > and see a more realistic distribution of returns you might expect. > -- Keith > > Curt wrote: > > > > --- In [email protected] <mailto:amibroker%40yahoogroups.com>, > > "Curt" <crcmcc@> wrote: > > > > > > Does it make sense to try to use the optimizer if PositionScore is set > > > to Random()? For example: > > > > > > OptimizerSetengine("cmae"); > > > PositionScore = Random(); > > > > > I should clarify that by setting PositionScore=Random(), runs with > > exactly the same parameters will not produce the same results. This is > > because, in the cases where the portfolio becomes fully invested, a > > different set of stocks will populate the portfolio each run. > > > > >
