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RE: [amibroker] Sector rotation query, can Ami ?



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Hi Nick,

I wouldn't exactly say I've succeeded in modifying Herman's code.  
His code was super-duper, Rolls-Royce, do everything code that even 
tops up your coffee periodically.  Unfortunately, (a) it didn't work 
(probably because Herman's code was for Office 2000 and I have Office 
97), and (b) I couldn't understand any of it :-)

I produced my own code that simply takes the 3 columns from the 
optimzer output (% gain, P, and LB) and rearranges the results so 
that they form the rectangular 3D arrangement that the charting 
module needs.

I do the charting manually because it's only three mouse clicks.  
That would take me 3 months to program :-)

Unfortunately, I lost all my final, successful modifications on my 
previous run.  I was cutting and pasting the chart into Word 
when Excel crashed (Kill Bill), so I lost all my unsaved 
modifications.  I'll redo them when I have time.

Regards,
Alan


--- In amibroker@xxxxxxxxxxxxxxx, "Nick Robinson" <nickrobinson@xxxx> 
wrote:
> Alan,
> 
> I'm very interested in this feature. Have you succeeded in 
modifying the
> code?
> 
> Nick
> 
> ----- Original Message ----- 
> From: "alan_davidson2" <alan_davidson2@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, May 13, 2004 4:31 PM
> Subject: [amibroker] Re: System development tutorial by Herman van 
den
> Bergen
> 
> 
> > Thanks Herman,
> >
> > My email is alan_davidson2@xxxx
> >
> > Regards,
> > Alan
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> > <psytek@xxxx> wrote:
> > > Yes, i have the code, just tell me where to email it to. It was 
one
> > of my
> > > first attempts at VB macros so i am sure some of you can 
improve on
> > it.
> > >
> > > herman
> > >
> > >   -----Original Message-----
> > >   From: alan_davidson2 [mailto:alan_davidson2@x...]
> > >   Sent: Wednesday, May 12, 2004 4:20 PM
> > >   To: amibroker@xxxxxxxxxxxxxxx
> > >   Subject: [amibroker] Re: System development tutorial by Herman
> > van den
> > > Bergen
> > >   Importance: High
> > >
> > >
> > >   Herman,
> > >
> > >   Do you still have the raw VBA code?  We could modify the code
> > >   ourselves.  (I'm assuming we can't decompile an XLA file.)
> > >
> > >   Regards,
> > >   Alan
> > >
> > >
> > >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> > >   <psytek@xxxx> wrote:
> > >   > Yes, Al, that is what i pointed in the previous email in 
this
> > >   thread, sorry
> > >   > I don't have time to change it....
> > >   >
> > >   > herman
> > >   >   -----Original Message-----
> > >   >   From: Al Venosa [mailto:advenosa@x...]
> > >   >   Sent: Wednesday, May 12, 2004 2:20 PM
> > >   >   To: amibroker@xxxxxxxxxxxxxxx
> > >   >   Subject: Re: [amibroker] System development tutorial by 
Herman
> > >   van den
> > >   > Bergen
> > >   >   Importance: High
> > >   >
> > >   >
> > >   >   Herman:
> > >   >
> > >   >   Your 3D Excel optimizer only works with AB's old 
optimizer,
> > not
> > >   the new
> > >   > one with all the extra columns. You wrote it to create the 
3D
> > >   graphs for the
> > >   > last 2 columns, and since the portfolio optimizer creates a 
lot
> > >   more columns
> > >   > than the old optimizer of AB, it doesn't select the correct
> > >   columns. Just
> > >   > thought you should know.
> > >   >
> > >   >   Al Venosa
> > >   >     ----- Original Message -----
> > >   >     From: Herman van den Bergen
> > >   >     To: amibroker@xxxxxxxxxxxxxxx
> > >   >     Sent: Wednesday, May 12, 2004 10:05 AM
> > >   >     Subject: RE: [amibroker] System development tutorial by
> > Herman
> > >   van den
> > >   > Bergen
> > >   >
> > >   >
> > >   >     Please optimize this test code:
> > >   >
> > >   >     Pd1=Optimize("Pd1",2,2,20,1);
> > >   >     Pd2=Optimize("Pd2",2,2,20,1);
> > >   >     Buy=Cross( MACD(PD1), Signal(Pd2) );
> > >   >     Sell = Cross( Signal(Pd2), MACD(Pd1) );
> > >   >     Short=Sell;
> > >   >     Cover=Buy;
> > >   >
> > >   >     Right click over the result table and select copy. Open
> > Excel,
> > >   > left-click on "AB Optimizer" and select "New Setup". Paste
> > >   Amibroker Result
> > >   > in the "AB-Results" work-sheet in Excel at A1. Click "AB
> > Optimizer"
> > >   and
> > >   > click "Make 3D Charts".
> > >   >
> > >   >     Good luck,
> > >   >     herman
> > >   >       -----Original Message-----
> > >   >       From: Herbert Elstein [mailto:herty@x...]
> > >   >       Sent: Wednesday, May 12, 2004 10:48 AM
> > >   >       To: amibroker@xxxxxxxxxxxxxxx
> > >   >       Subject: Re: [amibroker] System development tutorial 
by
> > >   Herman van den
> > >   > Bergen
> > >   >       Importance: High
> > >   >
> > >   >
> > >   >       Herman
> > >   >
> > >   >       Thanks, in fact I'm not backtesting, just wanted to 
see
> > the
> > >   way it
> > >   > shows the 3D's. I would have made a primitive system for
> > >   optimization. I
> > >   > have the 4.5 version.
> > >   >
> > >   >       Herbert
> > >   >         ----- Original Message -----
> > >   >         From: Herman van den Bergen
> > >   >         To: amibroker@xxxxxxxxxxxxxxx
> > >   >         Sent: Wednesday, May 12, 2004 3:37 PM
> > >   >         Subject: RE: [amibroker] System development 
tutorial by
> > >   Herman van
> > >   > den Bergen
> > >   >
> > >   >
> > >   >         The macro may only work on old type (v4.4)
> > optimizations,
> > >   how are
> > >   > you backtesting?
> > >   >
> > >   >         herman.
> > >   >           -----Original Message-----
> > >   >           From: Herbert Elstein [mailto:herty@x...]
> > >   >           Sent: Wednesday, May 12, 2004 10:10 AM
> > >   >           To: amibroker@xxxxxxxxxxxxxxx
> > >   >           Subject: Re: [amibroker] System development 
tutorial
> > by
> > >   Herman van
> > >   > den Bergen
> > >   >           Importance: High
> > >   >
> > >   >
> > >   >           Hi Herman,
> > >   >
> > >   >           I tried downloading your 3D macro, the download 
is ok
> > but
> > >   the XL
> > >   > shows gibberish; any idea?
> > >   >
> > >   >           Thanks
> > >   >           Herbert
> > >   >             ----- Original Message -----
> > >   >             From: Herman van den Bergen
> > >   >             To: amibroker@xxxxxxxxxxxxxxx
> > >   >             Sent: Tuesday, May 11, 2004 9:54 PM
> > >   >             Subject: RE: [amibroker] System development
> > tutorial by
> > >   Herman
> > >   > van den Bergen
> > >   >
> > >   >
> > >   >             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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