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RE: [amibroker] Re: Sorting Optimized results



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Sounds like you got your unreadable aspect fixed. Just in case, your
screen shot simply shows a .csv file that was not placed into columns.
This can be fixed with Data -> Text to Columns.

ALSO, there is a very cool and complex sorting scheme built-in to Excel.
Choose Data -> Auto Filter with your columns selected (without a blank
line between the headers and the data). 

--
Terry

| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of andreyoffline
| Sent: Friday, July 22, 2005 14:45
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: Sorting Optimized results
| 
| 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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| 
| 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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