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Why not just keep a standardized routine for this so that you can
ADD TO IT every time you get a new thought ... either that or as
suggested export it to Excel where you can sort on any three columns
ascending and/or descending you like.
This is extremely simple ... you click EXPORT ... you pick a file
name with a .csv extension and then double click on the file you
created. The default to open the file will be Excel.
--- In amibroker@xxxxxxxxxxxxxxx, "andreyoffline"
<andrey.offline@xxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
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