Is there a difference in result between cmae and normal optimize?

I am working on an indicator based on wave trend and I am on the stage of optimizing it. I have been playing with different methods to increase the speed of my optimization and one of the most effective methods I found are smart optimizers more preciously a one called CMAE(Covariance Matrix Adaptation Evolutionary Strategy), .


I was wondering if there could be a difference in the result between base optimizer and ** CMAE**
or if one could have better results than other.

SUMMARY : Is "CMAE smart optimizer reliable?"

you could have different results, but my experience has been not "significantly". exhaustive optimization is superior as it examines every single iteration possible. CMAE uses smart optimization to narrow down which regions or areas of parameter values provide the highest return value (specified by you--I use highest CAR/MDD). It's an exceptional tool that Tomasz has provided and I find it to be very useful. just FYI, I've run some exhaustive optimizations that took 2 days to complete versus CMAE that took just a couple hours. The results from CMAE were almost exactly the same as the exhaustive run.


Thanks for spending your valuable time for my query!

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