RE: [Metastockusers] Need help! Testing 300000 combinations

["Lionel Issen" <lissen@xxxxxxxxxxxxx>]

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<FONT face=Arial 
size=2>Vamidban:
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Your objective 
should be to find a good set of parameters, it should not be to optimized the 
whole universe of variables.
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Try 
this:
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In Metastock, 
first try optimizing on 2 variables.  You should discover groups 
of parameters that give closely similar results. If you don't this means that 
you have chosen poor starting values. After you have a good or even a fair set 
of values choose one set. Then with these fixed, try the next 2. When this is 
done do the last 2. After this is completed go back to the first pair and repeat 
the exercise, the values you like might be different than on the first pass. 
Repeat this for the next 2 and the last 2 variables. 
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You may find that 
the results are more sensitive to some variables are relatively insensitive 
to others. In this case you omit these insensitive variables from your 
optimization. 
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You might look at a 
book on the design of experiments. 
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Please let me know 
how this works out.
 
<FONT face=Arial 
size=2>Lionel
 

<FONT face=Tahoma 
size=2>-----Original Message-----From: vamiban 
[mailto:vamiban@xxxxxxxxx] Sent: Tuesday, May 25, 2004 11:42 
AMTo: Metastockusers@xxxxxxxxxxxxxxxSubject: RE: 
[Metastockusers] Need help! Testing 300000 combinations
Lionel,
Thank you for your answer.
I need to optimize 6 variables. Can you tell me a software that
can do this? 
 
vamiban
Lionel Issen <lissen@xxxxxxxxxxxxx> wrote:
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  Why do you need so 
  many combinations? 
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  First decide what 
  you are looking for. Next select a limited number of variables (combinations) 
  and run your optimization studies. When you see the results you should be able 
  to determine if you need more combinations and in which directions to go. If 
  you get a result that is much better than any other group of parameters don't 
  use it. Look for a group of parameters/combinations that give similar results 
  as they will be in a range of 
  sturdy variables.
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  Don't waste your 
  time on over optimizations or expensive software.  Keep it simple. Some 
  of the most successful traders use/used relatively simple methods If you can 
  get a copy read one of Nicolas Darvas books.  While his methods wont work 
  nowadays you will see how basically simple his methods 
  were.
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  <FONT face=Arial 
  size=2>Lionel
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: vamiban 
  [mailto:vamiban@xxxxxxxxx] Sent: Tuesday, May 25, 2004 3:05 
  AMTo: Metastockusers@xxxxxxxxxxxxxxxSubject: 
  [Metastockusers] Need help! Testing 300000 combinations
  Hi
   
  I need to optimize a system. But the combinations are quite an 
  amount - 300000.
  Which program is best to use in my case? Can MetaStock 9 perform this 
  
  optimization? Math Lab or any other? 
   
  Can anyone help me?
   
  Thanks in advance
   
   
  
  
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