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duude,
how did you create this file in Excel? Need
step by step on this to be able to help you.
d
I exported results to Excel, but its completely unreadable now,
you
can see screenshot
http://images9.fotki.com/v189/photos/4/474236/2175564/results22_07_20
0523_09_04-vi.jpg
---
In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
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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