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Re: [amibroker] A Puzzell: Otimize winning %



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Hello,

The solution is:
1. Run the optimization
2. Export result list to CSV file.
3. Load it to Excell
4. Create a new column with # of winners divided by #of loosers
5. Sort by this new column.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com


----- Original Message ----- 

From: <b519b@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 25, 2001 12:42 AM
Subject: [amibroker] A Puzzell: Otimize winning %


> Is there a way to get the optimizer to optimize for the percentage of 
> winners rather than the profit percentage? The Report feature gives 
> such a percentage but the Report feature is only available after 
> backtesting, not after optimization.
> 
> I am working on a market timing indicator for identifing/predicting 
> changes in the market trend and at this stage of my work, I am more 
> interested in getting a high win percentage for the indicator. My 
> plan is to use the indicator to identify/predict changes in market 
> trend, and then to use a different set of selection criteria to pick 
> the stocks to buy or short.
> 
> Right now I eyeball the results by having the optimziation results 
> sorted by number of winners, but this is inefficient since the total 
> number of calls varies considerably. Getting the results ranked by 
> winning% would be much more easier for me.
> 
> b
> 
> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/ 
> 
> 
>