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To quote one of our Scottish poets:
"A horse is a camel optimized by a committee."
(Willie Shakespeare)
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Herman optimizes the Net%Profit [column C]
> If you want to optimize "W. Avg. % Profit" or anything else, paste
it
> in column C instead of the Net%Profit .
> I hope it is clear [and I also hope Herman agrees...]
> Dimitris Tsokakis
> PS Horse, what horse ? It is the 2nd time today I read for horses
in
> this list...
> The list search results for the word "horse" has not uniform
> distribution, it is not a reliable quantity, it needs some
> optimization perhaps...
> --- In amibroker@xxxxxxxxxxxxxxx, "alan_davidson2"
> <alan_davidson2@xxxx> wrote:
> > Dimitris,
> >
> > I wish I'd known that. I've lost three weeks of sleep, my horse,
> > my house, my wife, and my guitar. All for nothing. Can't win
them
> > all :-)
> >
> > By the way, if I delete columns P through AK, that deletes column
> > AD. This is is "W. Avg. % Profit". Isn't that what we're
supposed
> > to optimize against? If not, what are we optimizing against?
> >
> > Regards,
> > Alan
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> <TSOKAKIS@xxxx>
> > wrote:
> > > 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
> > > > > > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > > > > > ------------------------------------
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> > > > > > > > > ------------------------------------
--
> --
> > --
> > > --
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> > > > > > > > >
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Send BUG REPORTS to bugs@xxxx
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> > > > > > > > > ------------------------------------
--
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--
> --
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> > > > > > > > >
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > > > >
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> > > > > > > > >
> > > > > > > > >
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> > > > > > > > > ----------------------------------------
--
> --
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> > > > > > > > >
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
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> > > > > > > > > --------------------------------------------
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> > > > > > > > >
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
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> > > > > > > > > --------------------------------------------
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> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
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> > > > > > > > >
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> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > --------------------------------------------------
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> > > > > > > (Web page:
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> > > > > > > --------------------------------------------
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> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > -----------------------------------------
> > > > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > > --------------------------------------------
> > > > > Check group FAQ at:
> > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > Yahoo! Groups Links
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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