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[amibroker] Re: Sorting Optimized results



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Hehe, how i didnt think about this by myself.. )) Thanks again Fred. 

--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> Do your first sort ...
> 
> Then insert a row between the last acceptable line and the rest ...
> 
> Then sort the top section by whatever else you wanted to ...
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "andreyoffline" 
> <andrey.offline@xxxx> wrote:
> > 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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