Hi - I am kind of busy now to take on any projects, but if you have more than one core I think the idea is to put them all to work until you have more or less maxed out the CPU. My CPU is Intel, Q6600 I think. I ran one instance of AB, looked at the Task Manager and could see that it was only using 25% of all cores. Each time I added a new instance it used another 25% until I had 4 instances running which maxed out the CPU. For a dual-core I would guess that 1 instance would use 50% and 2 would max out the CPU?
Steve ----- Original Message ----- From: Gabriel Voitis To: [email protected] Sent: Monday, February 02, 2009 6:03 PM Subject: RE: [amibroker] SPSO vs Trib vs CMAE, was: random optimization? Hi there, For the first Steve.. I have a question: can u tell me what type of CPU u have.. u told about a quad CPU.. and can u do an optimization.. on my strategy.. using any kind of engine u like.. and tell me the time.. I want to compare with my dual core CPU with 6MB cache.. with yours.. on same strategy.. and engine.. and data range.. and interval.. Thx From: [email protected] [mailto:[email protected]] On Behalf Of Steve Davis Sent: Tuesday, February 03, 2009 12:02 AM To: [email protected] Subject: [amibroker] SPSO vs Trib vs CMAE, was: random optimization? Steve, I would like to hear more about your system optimization process. How were you able to determine the size of the plateaus discovered by the built-in optimizers, and how did you decide which solutions had the best trade-off between plateau size and profitability? Thanks, another Steve --- In [email protected], "Steve Dugas" <sjdu...@...> wrote: > > 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: "gabriel...@..." <fina...@...> > 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" <sfclimbers@> 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 > > > > > > > > >
