I have seen the cmae optimizer get stuck on one of the enumerated choices when there was a better choice available. But that does not mean it will happen every time. I have also seen the optimizer correctly choose the best value from an enumerated list. There is some luck involved. Also some parameter choices may have a larger "good" surface area in the solution space and are therefore easier to find. I'm just passing along my anecdotal experience. I don't have tools to quantify the results.
-Steve --- In [email protected], dingo <waledi...@...> wrote: > > "This will make it hard for the optimizer to cross the bridge between 1 and > 3." > > Have you verified the above? > > d > > On Wed, Mar 11, 2009 at 12:49 PM, hydrob...@... < > hydrob...@... wrote: > > > Consider the following code and assume the fitness for mode 2 is much > > worse than the fitness for modes 1 and 3. This will make it hard for the > > optimizer to cross the bridge between 1 and 3. What techniques would > > help to optimize this kind of system? > > > > posSizeAlgorithmMode = Optimize("posSizeAlgorithmMode", 1, 1, 3, 1); > > posScoreAlgorithmMode = Optimize("posScoreAlgorithmMode", 1, 1, 3, 1); > > > > Buy = ... > > Sell = ... > > > > if (posSizeAlgorithmMode == 1) > > PositionSize = PosSizeAlgorithm1(); > > else if (posSizeAlgorithmMode == 2) > > PositionSize = PosSizeAlgorithm2(); > > else > > PositionSize = PosSizeAlgorithm3(); > > > > if (posScoreAlgorithmMode == 1) > > PositionScore = PosScoreAlgorithm1(); > > else if (posScoreAlgorithmMode == 2) > > PositionScore = PosScoreAlgorithm2(); > > else > > PositionScore = PosScoreAlgorithm3(); > > > > > > --- In [email protected], dingo waledingo@ wrote: > > > > > > IMHO - you should do everything you can to be able to run IO. There > > are ways > > > to make discontinuous variables continuous for optimizations. Mind > > posting > > > an example of yours? > > > > > > d > > > > > > On Wed, Mar 11, 2009 at 9:33 AM, dingo dingo@ wrote: > > > > > > > Intel dual core i7 with fast clock - AB only uses 1 core. 3gig mem. > > Intel > > > > SLC flash (if you've got the money otherwise WD Raptor). Medium > > video card. > > > > > > > > > > > > d > > > > > > > > On Wed, Mar 11, 2009 at 12:57 AM, ozzyapeman zoopf...@...: > > > > > > > >> I should add that I need to run exhaustive optimizations, as > > opposed to > > > >> CMAE or using Fred's IO, as my variables are discontinuous - not > > traditional > > > >> indicator-type variables. > > > >> > > > >> In my parallel dream life, I run AB Ultra Professional 7.0 on 8 > > state of > > > >> the art graphics cards, with thousands of processors, 500,000 times > > faster > > > >> than good old AB 5.24. > > > >> > > > >> But I digress. ;-) > > > >> > > > >> In the real world, what is the best I can do? > > > >> > > > >> > > > >> --- In [email protected], "ozzyapeman" zoopfree@ wrote: > > > >> > > > > >> > Now that I am just about trading full time, my main PC has become > > a > > > >> dedicated trading computer. That only leaves me with a clunky > > second PC > > > >> (6-years old) for doing offline optimizing. And it's waaay too > > slow. > > > >> > > > > >> > So I am in the market for a new PC, and want to get something > > powerful, > > > >> but don't want to overpay for stuff that won't be used. For > > example, 8GB of > > > >> RAM sounds great, but if WinXP only uses 4GB (or 3?) then I imagine > > the > > > >> other 4 GB just goes to waste? > > > >> > > > > >> > If I plan to use this PC mainly for offline optimizing and > > backtesting, > > > >> what are the recommended specs? I want as much speed as I can > > possibly get. > > > >> My optimizations tend to be humongous, taking days on a quad core. > > > >> > > > > >> > Any hardware gurus please feel free to chime in: > > > >> > > > > >> > - RAM? > > > >> > - Quad-core vs Eight-core? > > > >> > - OS? > > > >> > - HD type (flash vs mechanical)? > > > >> > - any other hardware/software suggestions for increasing speed? > > > >> > > > > >> > Thanks! > > > >> > > > > >> > > > >> > > > >> > > > >> > > > >> ------------------------------------ > > > >> > > > >> **** IMPORTANT PLEASE READ **** > > > >> This group is for the discussion between users only. > > > >> This is *NOT* technical support channel. > > > >> > > > >> TO GET TECHNICAL SUPPORT send an e-mail directly to > > > >> SUPPORT {at} amibroker.com > > > >> > > > >> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > > >> http://www.amibroker.com/feedback/ > > > >> (submissions sent via other channels won't be considered) > > > >> > > > >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > >> http://www.amibroker.com/devlog/ > > > >> > > > >> Yahoo! Groups Links > > > >> > > > >> > > > >> > > > >> > > > > > > > > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > > > >
