Individual Optimize which displaying only the best target result each ticker

AmiBroker
#1

Dear All,

Kindly need your help, I need to individually optimize my trading system with CAR/MDD as the optimization target. I have 1000 tickers and each ticker requires 50.000 optimization steps, so it will resulting 50 million row.

Is there any way that Individual Optimize displaying only the best CAR/MDD for each ticker? I mean only display total 1000 row (1 row for each ticker with the best CAR/MDD) rather than displaying 50 million row?

Thank you,

Best regards

#2

Do two column sort, by symbol and by CAR/MDD, then export to CSV and process the file leaving only first of each 1000 lines. This all can be automated using script / batch.

#4

Dear @Tomasz,

Thank you for your help.
Regarding two column sort, i'm having difficulties because:

  1. I don't have "Symbol" field. On my very left field there just "No." which in each cell contains number and ticker. If i sort it, then it will sorted based on number first, means 50.000 row of the first ticker then another 50.000 row on a second ticker and so on.
  2. If i using Custom Optimization to create "Symbol" field it means i can't use Individual Optimize cause Individual Optimize didn't support Custom Optimization.

I'm hoping there's a solution inside the Amibroker to display only 1 row for each ticker with the best CAR/MDD so i didn't have to export 50 million row and process it outside Amibroker.

Thank you.

#5

Yes, I see, in that case you need to export first and sort CSV file afterwards.