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



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This sort of thing has been a known issue for a long time …

 

It has an effect on exporting comma delimited files …

 

As does checking boxes like … Settings / Report / Old Backtester / Formula … which then precedes to include the formula into the exported file.

 

IMHO whether or not someone has selected thousands separator should not have an effect on these sorts of things as they then necessitate having to with warn users or write workarounds in OLE / Automation.

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Saturday, June 14, 2008 12:07 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Possible Problem with Walk-Forward and Custom Metrics

 

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@xxxxxxcom>
To: <amibroker@xxxxxxxxxps.com>
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@xxxxxxxxxps.com, "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@x..>
>> To: <amibroker@xxxxxxxxxps.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
>> >
>> >
>> > ------------------------------------
>> >
>> > 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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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




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