> Is there somebody who can explain how "density" actually works for > divide and conquer optimization algorithm?
The "density" setting for the D&C optimizer lets you control the trade- off between the search speed and quality. The higher the density, the longer it takes for the D&C optimizer to complete the search, and the denser is the search space coverage. For simplicity, assume that a strategy has only one parameter in the range of 0 to 10000. With the low density setting, D&C optimizer may poke the search space at 100 increments: 0, 100, 200, etc. With the higher density setting, it would poke more frequently, for example 0, 10, 20, 30, etc. The way D&C works is that it covers the entire search space with something like a fishing net, and the holes in the net get progressively smaller with each iteration. This can be clearly seen on the optimization map after the D&C is done. You can also pop up the optimization map while the optimization is in progress to see how D&C picks certain regions of the search space. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
