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Joe,
Your code snippet does not make sense to me. If both NetProfitpc and
RecFactor are negative, then ProfitMetric will never be positive
(i.e. negative plus a negative equals a greater negative), and your
condition will never be true.
Thus, your expression ProfitMetric = abs( ProfitMetric ); will never
be evaluated and would have been redundant anyway, since you would
only have executed it if you had found ProfitMetric to be positive in
the first place and abs() just renders a negative number positive
while having no affect on a positive number.
Am I missing something?
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Joe" <j0etr4der@xxx> wrote:
>
> If you are using a Custom Metric as your Optimization target in the
> Walk-Forward settings, you should hand-check your results. I am
> frequently getting incorrect results, in that the highest value of
the
> Custom Metric is not the one selected by W-F for a date range.
>
> I documented the problem in the 5.08beta to AB support on May 13th
and
> have not received a reply as yet.
>
> This is the metric that is currently causing(?) the problem:
> [code snippet]
> ProfitMetric = ( NetProfitpc + RecFactor * 20 ) * 10 ;//make them
> ~equivalant
> if( 0 > NetProfitpc AND 0 > RecFactor AND 0 <
ProfitMetric )//if
> both negative & result positive
> ProfitMetric = abs( ProfitMetric );
>
> bo.AddCustomMetric( "Profit", ProfitMetric );
> [end code snippet]
>
> Other of my metrics exhibit the same type of incorrect results in my
> testing. I'm using Release 5.10.1 now, so I thought it was
appropriate
> to bring this to the attention of the group.
>
> Good trading,
>
> Joe
>
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