|
PureBytes Links
Trading Reference Links
|
I will try. But I hope you will include simple click sorting by two
or three parameters in next versions.. When I optimize my system I
dont know what im looking for. Maybe i need profit, or maybe i just
looking how change in one optimized parameter affect on system
profit. I can change custom backtest every time to suit my needs,
but i need to redo my optimization after that.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> I would advice to do exactly what Fred suggested.
> And it is easy in fact. Follow
http://www.amibroker.com/guide/a_custommetrics.html
>
>
> SetCustomBacktestProc("");
> if( Status("action") == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.Backtest();
>
> st = bo.GetPerformanceStats(0); // get stats for all trades
>
> mymetric = round(100*st.GetValue("ProfitFactor"))-st.GetValue
("MaxSystemDrawdownPercent")/100;
>
> bo.AddCustomMetric("PF*100+ MaxDD/100", mymetric );
> }
>
> // Your system below
> Buy=...
> Sell=...
>
> You can then sort by custom metric and the result will be sorting
by profit factor first and then
> by sys. drawdown.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "andreyoffline" <andrey.offline@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, July 22, 2005 6:51 PM
> Subject: [amibroker] Re: Sorting Optimized results
>
>
> >I tried once to create custom backtester and i realized that is
too
> > complex for me. Export results to excel.. Its not so
comfortable, to
> > switch programs just for sorting columns. Lets see what Tomaz
will say
> > on this.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> >> You could create your own custom backtester user metric that is
a
> >> function of profit factor and system drawdown and sort on that
> >> column ... or ... you can export your existing results to a
csv,
> > import
> >> it to Excel and sort it on multiple columns there ... or ...
you can
> >> write a small piece of automation to export the file to a csv,
read
> > it
> >> in, sort it internally and present it however you want.
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "andreyoffline"
> > <andrey.offline@xxxx>
> >> wrote:
> >> > Tomasz, can you please add to next AmiBroker version more
sorting
> >> > options? Like if I want to sort results by Profit Factor and
I
> > have
> >> > 100 results equal 2.29, how can I sort this 100 results by
> > smallest
> >> > system drawdown?
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/DldnlA/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|