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[amibroker] Re: Sorting Optimized results



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Wow!! This Auto Filter is really great!! I starting to change my 
mind about M$ products ))

--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> 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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