Hello,
I hate when threads are being hijacked like this and things
that have nothing to do with the original thread are started to be
discussed.
But I have to address two things
mentioned:
Fred> This sort of thing has been a known issue for a
long time .
NO IT IS NOT.
Fred> It has an effect on
exporting comma delimited files .
NO it DOES NOT HAVE effect on
exporting CSV files.
TRY Before writing. I did
Simple
exploration:
Filter=1;
AddColumn(V, "V" );
Now run Explore,
press File->Export button and export to CSV.
The
result?
Visually there ARE separators in the AA, but in the EXPORT
FILE there are
NO thousands separators (they are
REMOVED).
Fred> As does checking boxes like . Settings / Report /
Old Backtester / Formula . which then precedes to include the formula into
the exported file.
What the hell this has to do with thousand
separator ?
If someone decides that he/she wants the formula to be
included in the exported file, what is wrong when the function
actually
does what is intended to do.
I agree that the problem
with WF when metrics value > 1000 *and* thousand separator is
defined
needs fixing (and it will be fixed soon), but claims that
thousand separator causes problems elsewhere are simply false.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Fred Tonetti
To: amibroker@xxxxxxxxxps.com
Sent: Saturday,
June 14, 2008 6:36 PM
Subject: RE: [amibroker] Re: Possible Problem with
Walk-Forward and Custom Metrics
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@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com] On Behalf Of
Tomasz Janeczko
Sent: Saturday, June 14, 2008 12:07 PM
To: amibroker@xxxxxxxxxps.com
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
>
>
>