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Re: [amibroker] System development tutorial by Herman van den Bergen



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Hi Herman,

I'm still trying to get to square one with your tutorial.  I'd be 
grateful if you could comment.  Here's what I've done:

1) Load INTC data for 1 Jan 97 through 30 Jul 02.  (The plot of my 
raw data looks identical to yours.)

2) Set development range from 1 Jan 97 through 1 Jan 01.

3) Copy Listing #1 to Automatic Analysis.  

4) Test settings as your screen shots.  (Where possible. The GUI has 
obviously been updated since your screen shots).

5) Optimize.

The optimizer showed that for the following line, option 1 is better:

TM = Optimize("TML",1,1,2,1); //Determine optimum direction of 
crossing

Option 1 gave 49.24% net profit, compared with 13.91% for option 2.

This conflicts with your observation: "The clear winner, which I 
confirmed with tests over other periods (not shown) is TM=2."

Where am I going wrong?

Regards,
Alan


--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
<psytek@xxxx> wrote:
> You will have to download and install the 3D charting Macro from:
> 
> http://finance.groups.yahoo.com/group/amibroker/files/Herman%20van%
20den%20B
> ergen/AB3DCharts.zip
> 
> and install it in Excel. It has been awhile since i installed 
anything in
> Excel but I think it is simply a matter of copying the unzipped 
macro into:
> 
> C:\Program Files\Microsoft Office\Office\XLStart
> 
> and restart Excel. You'll see an Menu item in Excel named AB 
Optimizer,
> click on the help sub item for more info.
> 
> Good luck,
> herman
>   -----Original Message-----
>   From: alan_davidson2 [mailto:alan_davidson2@x...]
>   Sent: Tuesday, May 11, 2004 3:21 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] System development tutorial by Herman van 
den Bergen
>   Importance: High
> 
> 
>   As a newbie, I'm trying to work my way through the excellent 
tutorial
>   from the AB Web site.
> 
>   Can someone tell me how to get the test results into Excel, so 
that I
>   can use the 3D charting macro.
> 
>   Regards,
>   Alan
> 
> 
> 
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