Changes from Release 1 to 2
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1. Distributed Processing (multiple core, multiple CPU) -ChaosHunter Rel. 2 includes the option of distributing the optimization of large problems over multiple processors on the same local computer or across multiple remote computers on the same internal network. ChaosHunter does this by means of clients which are assigned to run on individual processors in parallel. For example, dual core computers will be able to run two separate clients and quad core computers will be able to run four separate clients.
When using the network capability, the user is able to run different clients on each processor on computers tied to the same network. If a remote computer has dual/quad cores, all cores may be engaged (two or four separate client applications could run in parallel on that machine).
In general, the multiprocessing capability is only viable if the fitness function calculation is slow enough, e.g., >10 ms per one individual. (The program calculates and displays this number). For small datasets and simple problems there is not much to be gained by running a problem over a network due to distribution overhead.
2. Visible Formulas for Runner-Up Solutions - Release 2.0 displays a list of runner up formulas after the optimization is complete as well as the best solution. Users can go to the Apply Screen and select a formula from the list and fire that particular model. When saving the model, the highlighted model from the list is saved IF the model has been applied to the selected data file; otherwise the best model is saved.
3. More Options for Trading Models - The Optimization tab allows the user to select from three different trading position options: (1) both Long and Short positions, (2) Long only positions, (3) Short only positions. True reversal applies to #1 only.
4. Slight Differences in Results - In some cases, Release.2.0 optimization results may be different from Release 1.1 results due to a different way the program was compiled.
5. Graphic Selection of Data Ranges - The data grid allows you to select data for the optimization and out-of-sample periods using the mouse to click on the different data ranges in a graphic display of the data.
6. Additional Data Range Selection Method - The data grid allows you to select the optimization and out-of-sample data sets totally independent of one another. For example, you can optimize on the most recent data and apply the model to older data.
7. Copy Model Tree to Clipboard - The program includes the option of copying the model tree view to the Windows clipboard as an image file for use in other programs.
8. Password Protection - ChaosHunter includes the option to remember/forget the authorization password. This feature helps to prevent an unauthorized use of the program by someone who has access for your computer.
9. Additional Trading Statistics - ChaosHunter has added the %Return, Cumulative Profit/Loss and Cumulative %Return in addition to Profit/Loss on each Trade and the fill date and price for all trading models. In order to properly compute these statistics, the trading strategy closes any open position on the last bar. A closeout commission is assumed, which was assumed in Release 1.1.