Algorithm Optimisation Championship. - page 128
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Dear forum users, I officially announce that I am resigning from the championship, of my own free will, as I cannot combine intensive preparation for the competition, which is being postponed endlessly, with my no less intensive main work.
If there is time, I will prepare an algorithm and compete with anyone who wants to. At the moment, unfortunately, I do not have enough time.
Good luck to everyone.
Dear forum users, I officially announce that I am resigning from the championship, because I cannot combine the intense preparation for the endlessly postponed competition with my no less strenuous main work.
If there is time, I will prepare an algorithm and compete with anyone who wants to. At the moment, unfortunately, I don't have enough time.
Good luck to everyone.
That's too bad. Good luck to you. All the best, happiness, health.
P.S. And how many "participants" now remain?
Dear forum members, I officially announce that I am resigning from the championship of my own volition, as I cannot combine the stressful preparation for the endlessly postponed competition with my equally stressful main job.
If there is time, I will prepare an algorithm and compete with anyone who wants to. At the moment, unfortunately, I don't have enough time.
Good luck to everyone.
Nah, that's just it.
The topicstarter is in a bath, you started a brouhaha, like, another birth of the now familiar Frankenstein -- and now you say you're "voluntarily" going somewhere out there.
Also, in light of your last statement -- now it's not clear why you said that today:
Forum on Trading, Automated Trading Systems and Strategy Testing
Algorithm Optimization Championship.
Retag Konow, 2016.08.12 11:34
I am the latest follower.
Many here have tried to "close the lid of Frankenstein's coffin" (championship), but I didn't let them.
That's too bad. Good luck to you. All the best, happiness, health.
P.S. How many "participants" are left now?
Nah, that's just it.
Topekstarter is in the bathhouse, you started a ruckus, like another birth of the familiar Frankenstein -- and now you say you're "voluntarily leaving" to go somewhere else.
Also, in light of your last statement -- now it's not clear why you said that today:
Well, the Frankenstein movie has to end sometime... But a new, kind and good movie will begin.
I think we've had enough of watching The Walking Dead...))
Hello, everyone.
Thank you to Rev. Renat for kindly granting me amnesty.
Hello, everyone.
Thank you to Rev. Renat for kindly granting me amnesty.
And good day to you, too.)
Have a nice steam after the bath)
Will there be a championship or not? I'm about to run out of popcorn))
This is the essence and meaning of optimisation in trading.
There is an Expert Advisor with a set of adjustable parameters. There is a target period of the trading history.
It is necessary to select the parameters values to gain the maximal profit on this period.
The chart of the bar history is represented in the FF by the analytical function.
The algorithm sends the values of parameters of the EA, the FF substitutes them into the formula of the chart, and in response the profit value is returned.
The algorithm looks for the values of the parameters giving the maximal profit for this strategy and for this period.
The efficiency of the algorithm is proportional to its speed and accuracy.
This is the algorithm sharpening for optimization in trading.
What else is needed here?
This is the simplest thing that can be achieved by optimization. But it is far from being the most correct.
Finding the maximum is the application of the optimization algorithm. And what is the maximum is the trader's responsibility. Thus, when optimizing Expert Advisors, it is better not to search for the maximum profit, but for the maximum according to the criteria defined by the trader. These criteria must be set in such a way that the obtained maximum corresponds to the system that works in the RE.
Cheerio to you, too)
Have a nice steam after the bath)
Will there be a championship or not? I'm about to run out of popcorn.)
Popcorn is a consumable item. You can buy more.
There will be a championship.
Why accuse me of machinations with the text? Of course I don't care, but this is nonsense.
Well, am I the only one with the superpower to effectively use the available information and resources to solve problems? You could just as easily have solved the text problem. Everyone could do it.
You lost in that competition and that is a fact. Just admit it and calm down. It's not manly to discredit your opponent after a defeat.
Other than that, I won't argue.
You have made many mistakes in the organization of the championship. A lot of things have not been thought through. But it is not important. The final result is important.
If the FF is unknown to you, that's fine with me. Then everyone will have a level playing field. No one will have the advantage. That is fair.
P.S. By the way, if anyone doubts whether I solved the problem with text, I will provide full code of my algorithm, with a detailed description of how I solved the problem.
After that, let them say I cheated.
OK, I'll provide the proof.
string length(49 characters), but with any other text (even with complete nonsense and a random set of letters), the number of FF calls required will be slightly different.
In other words, the letters themselves determine the exact number of hits.
The variation is around ( +/- 40) calls depending on the particular set of letters.
When you change the length of the string, the number of hits increases, but the proportion remains the same. That is, for each character, an average of 15 to 20 calls to the FF is needed.
Hence it can be estimated that for a string of 100 characters, about 2000 calls are needed. And so on...
The accuracy of the string will always be 100%.
This is how my algorithm works.
Further, I pointed out that the problems are unfairly solved by you and Event because the championship conditions require the algorithms to search for the maximum without using FF knowledge:
You both use knowledge about FF of the optimization problem. That is, you solve the problem "head-on".
But the goal of the championship is to optimize an unknown FF. What will your algorithms do if it turns out that the problem has step 0, or the range turns out to be on the whole number line? Or if the dependence of FF value on parameters is non-linear?
Knowing the average time per FF call you can accurately calculate how long it will take to solve the problem in such a case and it may well take longer than the time of existence of the universe.
Your algorithms are not universal and tuned to a particular task; they are good in their own way, but unsuitable even for optimizing simple Expert Advisors, not to mention the TS on neural networks and artificial intelligence.
Think about universality, think how you would do if you don't know the contents of the task with the text, otherwise the July 11 task will be too hard nut to crack for your algorithms.
Further, you confirm my words (no other way, I had to confirm):
Andrey Dik:
You both use knowledge of FF of the optimization problem. That is you are solving the problem "with brute force".
Reg Konow:
That's right, I solved the problem head-on, but left a bit of potential for algorithm development. I think I have a base for solving similar problems with text, I can further improve it.
By July 11 I will have ready the final variant of solution of similar text tasks of higher complexity.
And so on up to the present moment....
The main requirement of the championship is that participants have a ready algorithm at the moment of start, i.e. it is impossible to use knowledge of FF. I have written about this many times. The accusations against me, that I may use an FF-algorithm, are unfounded. I have proved it many times - for example here.
Andrey Dik:
Peter, to compete in the championship can only those who have READY
algorithms capable of solving optimization problems with UNKNOWN formula. С
UNKNOWN formula, which, among others, is a common trader's problem
among others, the usual trader's optimization problems. To begin with - realize it.
Next - move on to creating your own algorithm.
Once you have a READY algorithm, and only after that, you will be able to
will not only be able to compete with me one-on-one, but to take part in
participate in the Championship, if it takes place at all.
Think carefully about the highlighted words. It's very important to understand why
these are the main words carrying the idea of the Championship, why it is important for us
traders, why this thread was created to start with a poll to determine
the number of those who have READY algorithms.
Go back to the task with the text. Think thoughtfully about what I
I said, answer my unanswered question.
All the keys to understanding I have presented on a silver platter,
read the books in the Optimize in Literature folder at the link. INSPIRED
then you won't be talking nonsense and you won't
communicate freely on the subject without looking like a total ignoramus, at least you'll be able to ask questions on the subject.
at least be able to ask questions on the merits - how and by what
the following goal: solving optimization problems with an unknown
FF is the goal of the championship, it's the main and unchanging theme of the competition,
whether you like it or not.
Spend some of your free time studying the questions of
It will help you a lot in life. No matter what you say or
You still don't have a DONE algorithm and I have an algorithm.
I have one. I have one for Dmitry, Sergei, Yuri, Vasily at
different stages of completion... While you have nothing at all ... Correct
this omission, write an algorithm at last, or get one from somewhere
(from books I gave you two months ago, for example).
Our Referee agrees to prepare the FF, I talked to him, he will put
his formulas and compile the FF library. No one will see the FF sources,
NONE of the participants, myself included. The interface for connecting to the FF is shown
in the text task. You have demonstrated your intention to KNOW the FF, which
is contrary to the goal of the championship - solving optimization problems with unknown
FF, so I had to change the procedure of the championship to
exclude such machinations that you have demonstrated in the problem with the text.
Whether the championship takes place or not is irrelevant to you in any case
as long as you don't have a DONE algorithm, capable of solving
of solving problems with an UNKNOWN formula. Any insinuations to the contrary
phrase "A GOOD OPTIMIZATION ALGORITHM ABLE TO SOLVE TASK WITH.
INVISIBLE FORMULA" will be nipped in the bud.
The fact that my algorithm is not tied to the problem I proved before in this thread and others, can look in my article for example (the current version is based on those codes from the article), I'm just lazy.
But, of course, you're not ready for this turn of events. Because you cannot imagine how you can solve optimization tasks without knowing about FF. So no wonder you still don't have a ready-made algorithm, and why you decided to retreat referring to your "busyness":
Tag Konow:
Dear forum members, I officially declare that I am resigning from the championship, because I cannot combine intensive preparation for the endlessly postponed competition with my no less strenuous main work.
If I have time, I will prepare an algorithm and compete with anyone who is interested. At the moment, unfortunately, I do not have enough time.
Good luck to all.
Competition is therefore postponed, because no one so far, but me, has not declared the readiness of his algorithm, and a willingness to solve any problems, including with the unknown FF....
But do not worry too much, you are not the first. Von R adepts have been boasting about the exceptional search capabilities of their algorithms, but decided without a fuss and dust to withdraw well before the scheduled start date of the Championship.