Filter optimize result list

Like to know if there is a way to filter the result list of the Optimization process programmatically prior to being loaded in the result list page? For example, only display in result list page if “# Trades” > 2 and “% of Winners” > 80 and “Net Profit” > 12000

If this feature is currently not available, what is the process for recommending this feature to be added in the future release?

Thank you for your assistance

@Max, I'm not aware of such feature and/or if there is a way to achieve it but in general when you want to submit a request for a new feature you need to use the Feedback Center:

https://www.amibroker.com/feedback/

that you will access from the Members' Zone.

From the "General Information" published there:

Before adding new issues, consider that we have a backlog of more than 2000 suggestions to work out. Since on average 200 new features are implemented per year, it means 10 years of work. Please consider this before adding any new cosmetic, convenience-only or other non-critical stuff.
AVOID DUPLICATES!

It's very easy to do this kind of filtering in Excel, which has the added advantage of allowing you to change your filter thresholds without rerunning the entire optimization.

You can create a metric using Trades, Winners, etc and use it as optimization target.
Will not filter, but the results you want will be the first after finished
http://www.amibroker.com/kb/2015/01/30/how-to-use-custom-backtest-metric-as-an-optimization-target/

1 Like

Thanks for everyone’s feedback.

@mradtke, that will be a good option, but not sure if it works for my situation. Here is what I am dealing with:

I have a trading system with set of input parameters to optimize. The system requires over 1.5 million optimization steps. I like to be able to run that against S&P500 stocks over the weekend, do so will generate over 750 million optimization steps. I believe either my computer or the result list window will crash way before the task is finished. Hence, like to be able to reduce the overall size of the rows that will appear in the result list window.

@awilson, have not tried optimization target feature yet. Based on above problem definition, will optimization target feature able to achieve what is needed?

Thanks again.

That's a lot of optimization steps; you will need to be very careful about curve-fitting. You may wish to explore AmiBroker's Smart Optimization features, which goes along with @awilson's optimization target idea. https://www.amibroker.com/guide/h_optimization.html

Thanks. Didn't know about that feature. Will take a look and also thanks for the heads up on curve-fitting.