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I tried the program with Amibroker recently and I was puzzled as to
what it was optimizing.
I have a system with 10 variables...all have different ranges.
Whenever I optimized with IO, I got completely different set of
numbers for each variable. I kept on running IO, hoping to improve my
backtest results...but it wasn't improving. After 5 tries or so, my
CAR was around 10%...with my default set of values which I optimized
manually, the system returns 65%.
So I wonder...to what goal was IO really optimizing my variables for?
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> It is NOT a plugin ... it is a VBS program using OLE Automation to
> drive bursts of AB optimization with intelligence in between the
> bursts. It can be found in the files section of the Amibroker-TS forum
> http://finance.groups.yahoo.com/group/amibroker-ts/files/ as the last
> time I posted a version it was too crowded in the files section here.
> For more details see the doc enclosed in the zip there.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Evo1 <Evo1@xxxx> wrote:
> >
> >
> > Hi all,
> >
> > I read some interesting threads about the plugin IO (Intelligent
> > Optimization) but unfortunately I just can't find it in the Files
> section.
> >
> > Does anyone know where I could find the latest version ?
> >
> > Thanks in advance for your help,
> > Evo1
> >
>
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