Hi,
I am having a problem getting the in-built non-exhaustive Optimizer "cmae" to
run (or "spso" and "trib" for that matter). I can get the standard exhaustive
Optimizer to run no problems. When I hit Optimizer in AA the program runs the
first line and stops there. Before I burden Marcin with this problem I wonder
if somebody with a similar configuration could run this basic AFL code in the
Portfolio Mode and let me know if it runs OK. I am using Weekly mode but Daily
or Monthly don't run for me either. I have not used the non-exhaustive
Optimizer for quite a few months but have never had problems with it in the
past.
My set-up is: Windows 7 (x64); AB Pro 5.30.1 (32 bit);
Here is a basic set-up that I am using to troubleshoot the problem:
OptimizerSetEngine("cmae");
B = Optimize("B",21,8,34,1);
S = Optimize("S",13,5,20,1);
Buy = Cross(C,EMA(C,B) );
Sell = Cross(EMA(C,S),C );
MaxPos = 12;
SetOption("MaxOpenPositions", MaxPos);
PositionSize = -100/MaxPos;
Thanks,
Gordon Sutherland
