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Herman worked with the "old" optimization [17 columns].
The "new" opt has 39 columns.
If you work the old opt it is OK.
If you work the new opt, export into EXCEL and *delete* columns from
P to AK [included].
[The last two columns should be P and Q and should have the
parameters values. You donīt need at all the deleted columns]
Now you have 17 columns again and you may work the 3D charts.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Nick Robinson" <nickrobinson@xxxx>
wrote:
> Thanks Alan,
>
> Regards
>
> Nick
> ----- Original Message -----
> From: "alan_davidson2" <alan_davidson2@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, May 19, 2004 7:59 PM
> Subject: [amibroker] Re: System development tutorial by Herman van
den
> Bergen
>
>
> > 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
> > > > > >
> > > > > >
> > > > > >
> > > > > > Send BUG REPORTS to bugs@xxxx
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > > >
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> > > > amiquote@xxxxxxxxxxxxxxx
> > > > > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > > > > > --------------------------------------------
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> > > > > >
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> > > > > >
> > > > > >
> > > > > >
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