I´ll look it up. Thanks, man.
Cheers Markus ----- Original Message ----- From: j0etr4der To: [email protected] Sent: Tuesday, February 09, 2010 8:10 PM Subject: [amibroker] Re: Saving on optimization time Hi, Assuming that the width of the range in more significant than the resolution, you might try something like this: heat = optimize( "heat", 5, 1, 10, 1 ); fast = optimize( "fast", 25, 1, 50, 1 ) * 2; slow = optimize( "slow", 50, 25, 75, 1 ) * 2; 25,000 vs 100,000 combinations. I've had good success with CMAE, you might try it out. OptimizerSetEngine("cmae"); It's pretty much self-configuring, so don't worry about the parameters. If you are unfamiliar with CMAE, there's a fair amount of good info in Help. --- In [email protected], "Markus Witzler" <funny...@...> wrote: > > Hello, > > if I have, say, three variables that I want to optimize (exhaustively) where two have a range of 100 values and one would have a range of 10 values, this would mean > > 10 * 100 * 100 = 100,000 combinations > > I figured that if I optimized the latter two while keeping the first one fixed, that would take 10,000 combinations. > > Afterwards, I could use the optimal parameter set for the last two ones and optimize for the first variable, i.e. 10 steps. > > Altogether, this would mean 10,100 steps as oppsoed to 100,000 steps. > > I understand that this procedure is not always feasible. But in a case where one had for instance, a two MA crossover system (100 steps for each MA) plus a heat parameter (10 steps), I guess this would work. > > My reasoning would be optimizing for heat AFTER having found the "best" parameter set regarding the MA´s would give me the highest return (or else) without the need to run thru all theoretically possible combos. > > Any thoughts on this besides using intelligent optimization algorithm? > > I´m at a point where exhaustive optimization is taking quite a while but still would be an option if I could somewhat decrease the number of theoretical steps. > > Of course with a larger number of opt. steps, intelligent optimization (using IO) would be the ONLY option (I´m using IO anyways but am eager to find THE best and most robust set of variables in the system I´m observing...). > > Any thoughts? > > Thanks > > Markus > __________ Information from ESET Smart Security, version of virus signature database 4668 (20091207) __________ The message was checked by ESET Smart Security. http://www.eset.com
