Chris/Mike, Thanks very much for testing my Optimization problem. As a result of both your successful test runs, I've re-installed AB 5.30 and all three built-in non-exhaustive optimizers now seem to be working. I note your point Chris about issues with the "CMAE" engine. I have no idea what caused my problem - some incompatibility or corruption I suppose.
Gordon Sutherland From: Mike Sent: Tuesday, June 08, 2010 1:03 PM To: [email protected] Subject: [amibroker] Re: Problem getting "CMAE" Optimizer to run Your script ran fine under Win 7 64 bit using standard trial 5.30.0. Mike --- In [email protected], "Gordon Sutherland" <gos...@...> wrote: > > 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 >
