EdgeWare FastBreak Pro Version 6.2 - Manual (Page 21)

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such as GAM and MAM, you will see text box ranges on the optimizer screen that
allow you to insert ranges for this third variable.
You can change the range to values other than the default values. Although the Genetic
Algorithm (GA) is very powerful, there are two advantages to keeping the range small.
First, the GA will converge much faster, thus reducing run time. The other advantage is
that FastBreak Pro tries a fixed number of different values between the minimum and
maximum range. The technical reason for this has to do with the way GA’s work, but the
effect is that to properly sample the range looking for optimum parameters, keep the
range as small as practical. For example, if the ranking range is 6 to 50 days, FastBreak
may only try 32 different values between 6 and 50 days. If a much larger range is used,
then the sampling may be too large. How can you determine a reasonable range? First,
the defaults are a very good starting point. However, if you find that the optimized
parameters FastBreak Pro determines are near the minimum or maximum value of your
range, then this is an indication that the range needs to be extended. In our example
above, if you happen to notice that the best strategies found by FastBreak have Buy or
Sell ranking periods near 50 days, then you would extend the upper range of possible
values and rerun the optimization. Note: If you know the exact values of a parameter
you want to use, then put that value in both the minimum and maximum box. This
will force FastBreak Pro to use only that value.
If you want to force the Sell ranking period to be the same as the Buy ranking period, then
check the following:
This option is explained fully in the standard FastBreak manual.
To indicate to FastBreak Pro which types of curve-fits to try when using Slope, check any
combination of the following boxes:
When using the (NC) alpha ranking method, you need to enter the alpha index to use.
The default is the S&P 500 (SP-CP).
Short EMA/Long EMA
Users of earlier versions of FastBreak Pro found that the optimizer often found an
optimum parameter in which the Short EMA was actually a larger value than the Long
EMA. This happened because the optimizer found that buying the weakest funds was