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[amibroker] Re: Sorting Optimized results



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This is interesting ... what is your local language setting ?

--- In amibroker@xxxxxxxxxxxxxxx, "andreyoffline" 
<andrey.offline@xxxx> wrote:
> 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
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > > 
> > > > >





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