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Thanks for your help Fred.
One more dumb question. There is a way to sort by range? Lets say
profit more than 2 is acceptable for me, now i want to sort this
resultes by sys drawdown. Possible?
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> That's not how you sort in Excel ...
>
> Click Data, Sort ... then fill in what you want ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "andreyoffline"
> <andrey.offline@xxxx> wrote:
> > Yes, i had Russian Local Language Settings. Now I see normal
> > columns, but one thing i didnt get yet, its how to sort in excel
> > now? I tried to click on column number.. nothing changed.
> >
> > new screenshot
> >
> >
>
http://images9.fotki.com/v169/photos/4/474236/2175564/results72220051
> > 1_37_14PM-vi.jpg
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > > 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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