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Disabling limits in Genetic Algorithm Optimization


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kernull 2009.04.18 04:09 

Hi guys,

i use many parameters in my EA, and when i try to optimize the script using Genetic algorithm i get this error:

"Too many passes for optimization. Please try to decrease optimized parameters amount or to increase parameters' values step."

Of course i know it will take a lot more time to run, but I have very good (clustered) machines, so i need to disable this validation. Is

there some file within MetaTrader instalation I can modify to set it "off" ?

Thanks in advance

Ker

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DougRH 2009.07.25 07:42 

Hi KerNull,

It is just what it says it is. You are trying to compute way beyond the computers realistic capacity. If it let you run it in these cases it might take weeks! Thus we just have to optimize as much as you can and then run it again with different variables and parameters, which of course will change the validity of the previous results. )< 8)

I suggest that you keep a log book of the strategies tested and the results with a visual tree (like a Family tree or flow chart) as an index and use the computing power, knowledge and intuition of your own experience and 'CPU' and keep advancing your algorithms to the best possible settings.

I understand and share your frustration. It would be great if we could just select everything and compute all possible combinations at once and get the optimal results with one run. If you can somehow get it doing this, don't expect any results for months or even years! Where is our MainFrames when we need them eh ?

Now if only I could get my optimization attempts to do anything but reject all of the outcomes as irrelevant and thus not returning any results nor learning anything!

Good luck and prosperity, (< 8)

DougRH

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