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@xxxxxx com>
To: <amibroker@xxxxxxxxx ps.com>
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
>
>
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