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Re: A Puzzell: Otimize winning %



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Dear Tomasz,
a.
Bloody SHIFT+< did not operate for nth time !!!
I am sorry:
3 1/7>pi>3 10/71
b.
Glad to hear the news about the "secret plan"
c.
Sir Isaac Newton waited 17 centuries. I think we could wait a 
quaternion.
Best Regards
Dimitris Tsokakis
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Dear Dimitris,
> 
> Customizable columns in optimizer are considered.
> As you guess, the most flexible solution would be to
> have an ability to write the formula for calculation
> of each column. This unfortunatelly adds additional complexity 
> to the program. Therefore I plan to address this issue
> in some more universal manner which is a part
> of my "secret plan" of making AmiBroker the most customizable
> T/A platform ever. This, however, has to wait until
> my Q4/2001 plans are implemented (releases 3.8-3.9). 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> 
> ----- Original Message ----- 
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxx>
> Sent: 25 September, 2001 10:49
> Subject: [amibroker] Re: A Puzzell: Otimize winning %
> 
> 
> Dear Tomasz,
> For many applications it would be wonderful
> to optimize and have user defined columns.
> (not exclusively related to buy-sell conditions
> and profits results)
> Example:I try to estimate total stochd O/S time
> for various O/S levels (say 35 to 10, step 5) and 
> find the proper level that gives 10% total O/S time.
> In other words, mathematically speaking, to be able
> to solve through optimization, first degree equations
> in Amibroker world.
> (For now we mostly concern with identities)
> Will it be possible for the future ?
> If someone wants to find the sqrt(2), there are some
> artificial techniques, but there is a simple and frienly
> procedure:Since he knows that 1<sqtr(2)<2, he may
> try all numbers from 1 to 2, step 0.1 or any other and
> get sqrt(2) at desirable accuracy.
> Archimedes, at 200 B. C. invented this method and 
> clearly understood that there is no reason for the
> "exact"-mania of Euclidean predecessors.
> For him the relation
> 3 1/7<pi<3 10/71 
> was a perfect way to know and use pi and then apply
> exaustion method to increase accuracy at any level.
> Ancient Greeks stopped evolution because of "asymmetry".
> Newton and Leibnitz received Archimedes message with 
> a 17 centuries delay and reopened this wide door to "homo sapiens".
> Since with optimization we follow the same old Archimedean path,
> is it possible to extend its use beyond profit results?
> It will change the way we think in Amibroker Logic.
> Best Regards
> Dimitris Tsokakis 
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > 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@xxxx>
> > 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/ 
> > > 
> > > 
> > >
> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to 
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