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Yes, but belive it or not, I was not able to reproduce the problem because
the problem surfaced only when two conditions were met simultaneously:
metric value was above 1000 *and* when comma separator was used.
Those conditions did not occur during my previous testing,
therefore it was functioning perfectly on my end
and that's why I was telling you that I can not reproduce the problem.
Only today an idea came that the problem may have completely different and
seemingly unrelated source (i.e. prefs setting).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Joe" <j0etr4der@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 14, 2008 5:55 PM
Subject: [amibroker] Re: Possible Problem with Walk-Forward and Custom Metrics
> 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
>> >
>> >
>> >
>>
>
>
>
> ------------------------------------
>
> 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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