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Re: [amibroker] Re: Sorting Optimized results



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Hello,

It uses local language settings for date/time format.
Numbers are exported only in standard computer format which means
dot as a decimal separator and no thousand separator at all.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 22, 2005 10:50 PM
Subject: [amibroker] Re: Sorting Optimized results


> TJ,
> 
> Doesn't an Export form AB / AA use the local language settings for 
> the characters to use for field separation and decimal points etc ?
> 
> --- 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
>> > > > > > > 
>> > > > > > > 
>> > > > > > > 
>> > > > > > > 
>> > > > > > > 
>> > > > > > > 
>> > > > > > > 
>> > > > > > >
> 
> 
> 
> 
> 
> 
> 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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