akumidv / tradingview-assistant-chrome-extension

An assistant for backtesting trading strategies and checking (showing) external signals in Tradingview implemented as a Chrome browser extension.
GNU General Public License v3.0
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question about annealing #91

Open VincenzoUrso opened 1 year ago

VincenzoUrso commented 1 year ago

I'd like to know how to best make use of the annealing method. In particular, my question is: as annealing make use of the results to find the best values, if I do an X iteration cycle, the cycle ends, I do small changes in the values and restart another cycle without clearing the extension memory, are the previous cycle values still relevant for the new one?

In other words, is the work done in an X cycle + Y cycle the "same" as a 2X cycle?

Any other relevant information will be appreciated. Thanks

akumidv commented 1 year ago

You are right, the two cycles of annealing method do not the same as twice increased number of cycles. The annealing method on first part of cycle is trying to find new extremum in area of parameters hyperspace. On the second part it try to improve values of had found area

https://en.wikipedia.org/wiki/Simulated_annealing

Annealing method

VincenzoUrso commented 1 year ago

Ok thanks. It would be nice if annealing can avoid replicate the same values as it sometimes do

akumidv commented 1 year ago

Ok. I'll think how it possible to implement