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I seem to have time to show examples today.
We all ask dumb questions (each in our own time) from the perspective of those who know more about the issue. No problem).
Testing test examples, pardon the tautology).
An example of a very simple FF, 2 parameters.
You can already test your algorithms on this simple function.
Maximum value you can get:3.1415926
Orient yourself to 1000 runs, no more than that.
The championship will be FF with 500 parameters, not more than 1000 runs, the FF will accept parameters in the range from -10.0 to 10.0 with increments of 0.1, above the range the parameters will be cut off to these limits (in the example above there is no cutting off). Dear participants, keep this in mind.
Test script on the first version of the algorithm:
The test script gives me these numbers right now:
2016.06.21 22:36:15.214 OAC variant 1 (GBPUSD,H1) ---------------------------------
2016.06.21 22:36:15.214 OAC variant 1 (GBPUSD,H1) Time: 1119 µs; 0.00111900 c
2016.06.21 22:36:15.214 OAC variant 1 (GBPUSD,H1) FF Runs: 1000
2016.06.21 22:36:15.213 OAC variant 1 (GBPUSD,H1) Max: 3.14159260
I conclude: nothing to complain about so far, everything works correctly.
You have to assume that optimization is a tool to investigate a particular filter (the idea it implements), not a search for a global extremum. Otherwise you are fighting on the field, where you are middling compared to even the phd and resources of even an ordinary investment company. Although no one has cancelled software masturbation))
ОПТИМИЗАЦИЯ(optimization) Выбор из всех возможных вариантов использования ресурсов тех,
whichgivethe bestresults.It isoftendescribedinterms ofmaximisingthe targetfunction.
You have to assume that optimization is a tool to investigate a particular filter (the idea it implements), not a search for a global extremum. Otherwise you are fighting on the field, where you are middling compared to even the phd and resources of even an ordinary investment company. Although no one has cancelled the software masturbation))
Exactly - a tool. Earlier in the thread it was demonstrated on the example of finding the roots of the equation how you can use the optimization algorithm. You can use it for filters, indicators, neural networks, or anything else.
Some people masturbate, and some work, and some masturbate while working. To each his own. We have a free country.)))
Test scriptfor the second version of the algorithm:
Checked my algorithm for the second way of starting as well - the results are similar to the first one. That is, I personally don't care how to call the FF, from inside or outside the algorithm - it works the same way.
Please note: these two test scripts will be used in the championship for participants, as they are now. Only the function of saving the optimised parameters to a file will be added, for control, maybe there will be some minor changes, which will be reflected before the championship, for sure.