Re: [amibroker] Possible Problem with Walk-Forward and Custom Metrics

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

Things you should check
1. Your custom metric name MUST be unique
2. The "optimization target" selected in the AA->Settings->Walk Forward
must be typed EXACTLY as it is defined in the code, including case senstivity.
If you define "Profit" in the code, but "profit" as optimization target,
it won't recognize it.
3. Go to Tools->Preferences, "Miscellaneous" tab, 
make sure that "Thousand separator" field is empty,
press OK then re-run WF.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Joe" <j0etr4der@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 14, 2008 2:25 AM
Subject: [amibroker] Possible Problem with Walk-Forward and Custom Metrics


> 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
> 
> 
> ------------------------------------
> 
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> Yahoo! Groups Links
> 
> 
> 

------------------------------------

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