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



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Hello,

It is the "Thousand separator". With that blank the results are correct.

I'm sorry, Tomasz, but using a Preference with a benign and useful
purpose and which produces erroneous results in a new feature is a bug
in the new feature, not a mistake on my part. 

Best regards,

Joe

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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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