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



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Of course, perfectly understandable.

Thanks for all you do to make AB a great product.

Best regards,

Joe

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