Optimizer error: There are too many combinations

Section for all discussions related to development using Indicore API/SDK.

Moderator: admin

Optimizer error: There are too many combinations

Postby rrrix1 » Tue Sep 03, 2013 3:07 pm

Hello,

I'm getting this error with the console optimizer:

Optimizer error: There are too many combinations (34080768) for optimization. Optimization is not aplicable. Maximum is 10000000 combinations

Is there any way to avoid this error, and have the console optimizer use the same logic as the GUI optimizer where we have the two variables: Population Size and Max Number of Passes?

I find it useful to run a small sample of backtesting over wide range of variables over a given set of data, and then based on that output do further specific optimization.

The .prj files has these options, but it seems they're irrelevant since there is a maximum limit of 10 million.

<opt-genetic-passes-limit value="200" />
<opt-genetic-population-size value="50" />
<opt-genetic-generations-number value="50" />
rrrix1
 
Posts: 11
Joined: Fri Jan 27, 2012 1:33 pm

Re: Optimizer error: There are too many combinations

Postby Valeria » Tue Mar 04, 2014 1:44 am

Hi rrrix1,

I'm getting this error with the console optimizer:

Optimizer error: There are too many combinations (34080768) for optimization. Optimization is not aplicable. Maximum is 10000000 combinations

The restriction will be removed in the next version of Console Optimizer.

have the console optimizer use the same logic as the GUI optimizer where we have the two variables: Population Size and Max Number of Passes?

I find it useful to run a small sample of backtesting over wide range of variables over a given set of data, and then based on that output do further specific optimization.

The .prj files has these options, but it seems they're irrelevant since there is a maximum limit of 10 million.

<opt-genetic-passes-limit value="200" />
<opt-genetic-population-size value="50" />
<opt-genetic-generations-number value="50" />

Console Optimizer uses Population size and Max generations like Indicore SDK debugger. However
there is an issue, luadbg1 saves in the project the restriction of 200 passes. Indicore SDK debugger does not use the restriction, but Console Optimizer uses. It should be fixed in the future. However, you can fix it manually in the project file:
Please find
Code: Select all
<opt-genetic-passes-limit value="200" />

and replace it with
Code: Select all
<opt-genetic-passes-limit value="0" />

In this case the restriction of runs will be increased.
Valeria
 


Return to Discussions

Who is online

Users browsing this forum: No registered users and 3 guests

cron