Hi - I have spent lots of time playing with the built-in intelligent optimizers, in my experience SPSO will return the same results every time if the settings are the same. Trib and CMAE will probably return different results each time. FWIW, I find CMAE to be the worst of the three and I don't use it anymore, it will find plateaus but nearly always misses the much more profitable but smaller plateaus. Using a quad-core I can run 4 simultaneous instances and I find that by running 1 SPSO and 3 Trib's and then comparing the 4 results together, it will generally point me to some pretty good param values. Good luck!
Steve ----- Original Message ----- From: "[email protected]" <[email protected]> To: <[email protected]> Sent: Monday, February 02, 2009 7:25 AM Subject: [amibroker] Re: random optimization? > OK.. > > Can u give me what type of engine and with what kind of settings will > get the same results when i optimize this lines: > > N = Optimize("N-minutes", 33, 1, 60, 1); > TimeFrameSet( N * in1Minute ); > MA1 = MA( Close, 10); > MA2 = MA( Close, 20); > BuySignal = Cross( MA1, MA2); > sellSignal = Cross( MA2, MA1); > TimeFrameRestore(); > > Buy = TimeFrameExpand(BuySignal , N*in1Minute); > Sell = TimeFrameExpand(sellSignal , N*in1Minute); > > I tried cmae, 5 , 1000, have variable results.. on walkforward > i tried spso, 5, 1000, same variables results.. > and also trib, 5, 1000.. > > > --- In [email protected], "Mike" <sfclimb...@...> wrote: >> >> Tribes is a non exhaustive optimizer, meaning that it does not >> evaluate every possible combination. >> >> As such, it is possible that it will find different "optimal" >> solutions every time, depending on the nature of the surface being >> optimized. For example; If the surface has many similar peaks, it may >> land on a different one each time (local optima) instead of the one >> true optimal solution (global optima). >> >> Try increasing the number of Runs and/or MaxEval. If you have more >> than 2 or 3 optimization variables, 1000 MaxEval is not enough. >> >> http://amibroker.com/guide/h_optimization.html >> >> Mike >> >> --- In [email protected], "gabriel_id@" <finance@> wrote: >> > >> > hi there, >> > >> > i am a bit confused, i run the same optimization process.. on same >> > data range.. and i got different results each time :) >> > >> > and the engine was trib, 5, 1000... >> > >> > thx, >> > GV >> > >> > > > > ------------------------------------ > > **** IMPORTANT **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > ********************* > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > ********************* > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > ********************************* > Yahoo! Groups Links > > > >
