Thanks... I'm using it @ 50% density... sometimes seems to be to dense.... is it possible to define minimum parameter increment ... similarly to brute force?
On Sep 28, 7:49 pm, nonlinear5 <[email protected]> wrote: > > 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 -~----------~----~----~----~------~----~------~--~---
