Strictly speaking, the answer is yes. But, from a practical standpoint
the answer is probably no.
The 3-d rendering works off of the current .afl file loaded in the AA
window. You would have to have an .afl script with exactly two Optimize
statements, and two of your data columns would have to exactly match the
combinations of the Optimize values. For example;
Given
column1 = Optimize( "Column1", 1, 1, 4, 1 );
column2 = Optimize( "Column2", 1, 1, 4, 1 );
AmiBroker will expect your data to have 16 rows of data with the
following combinations (column1, column2, ?) where ? is whatever third
value you want to graph:
1,1,?
2,1,?
3,1,?
4,1,?
1,2,?
2,2,?
3,2,?
4,2,?
1,3,?
2,3,?
3,3,?
4,3,?
1,4,?
2,4,?
3,4,?
4,4,?
If your data is able to respect that limitation, then you can:
1. Run an optimization on "current symbol" which reads the .csv file
and generates a .html file
2. Import the generated .html file
3. Sort by the data originally found in the 3rd column of the .csv
file
4. Open the 3-d viewer.
Below is a sample script (not the most efficient, but it will do) that
will do step 1 for you (hard coded to 16 rows at the moment, assumes
linear values 1-4 for each of column1 and column2, can use any value for
column3). Note too that it is brittle in that any change to the format
by Tomasz will impact the script.
Mike
procedure WriteHeader()
{
local fh;
fh = fopen( "c:\\temp\\mydata.html", "w" );
if ( fh )
{
fputs( "<HTML>\n", fh );
fputs( "<STYLE>\n", fh );
fputs( "<!--\n", fh );
fputs( "BODY { font-family:\"Tahoma,Arial,Helvetica,Sans
Serif\"; }\n", fh );
fputs( "TD { text-align: right; }\n", fh );
fputs( "-->\n", fh );
fputs( "</STYLE>\n", fh );
fputs( "<!-- ABEXC: Type=7, ReportPath= --><BODY>\n", fh );
fputs( "<TABLE border=0>\n", fh );
fputs( "<TR><TH id=1>No.</TH><TH id=1>Net Profit</TH><TH
id=1>Net % Profit</TH><TH id=1>Exposure %</TH><TH id=1>CAR</TH><TH
id=1>RAR</TH><TH id=1>Max. Trade Drawdown</TH><TH id=1>Max. Trade %
Drawdown</TH><TH id=1>Max. Sys Drawdown</TH><TH id=1>Max. Sys %
Drawdown</TH><TH id=1>Recovery Factor</TH><TH id=1>CAR/MDD</TH><TH
id=1>RAR/MDD</TH><TH id=1>Profit Factor</TH><TH id=1>Payoff
Ratio</TH><TH id=1>Standard Error</TH><TH id=1>RRR</TH><TH id=1>Ulcer
Index</TH><TH id=1>Ulcer Perf. Index</TH><TH id=1>Sharpe Ratio</TH><TH
id=1>K-Ratio</TH><TH id=1># Trades</TH><TH id=1>Avg Profit/Loss</TH><TH
id=1>Avg % Profit/Loss</TH><TH id=1>Avg Bars Held</TH><TH id=1># of
winners</TH><TH id=1>% of Winners</TH><TH id=1>W. Tot. Profit</TH><TH
id=1>W. Avg. Profit</TH><TH id=1>W. Avg % Profit</TH><TH id=1>W. Avg.
Bars Held</TH><TH id=1># of losers</TH><TH id=1>% of Losers</TH><TH
id=1>L. Tot. Loss</TH><TH id=1>L. Avg. Loss</TH><TH id=1>L. Avg %
Loss</TH><TH id=1>L. Avg. Bars Held</TH><TH id=1>Value</TH><TH
id=1>Column1</TH><TH id=1>Column2</TH></TR>\n", fh );
fclose( fh );
}
}
function ReadLine( line )
{
local fh, i, values;
fh = fopen( "c:\\temp\\mydata.csv", "r" );
if ( fh )
{
for ( i = 0; i < line; i++ )
{
if ( feof( fh ) )
{
values = "0,0,0";
break;
}
else
{
values = fgets( fh );
}
}
fclose( fh );
}
else
{
values = "0,0,0";
}
_TRACE( values );
return values;
}
procedure WriteLine( line )
{
local values, col1, col2, col3;
local fh, i;
values = ReadLine( line );
col1 = StrExtract( values, 0 );
col2 = StrExtract( values, 1 );
col3 = StrExtract( values, 2 );
fh = fopen( "c:\\temp\\mydata.html", "a" );
if ( fh )
{
fputs( "<TR><TD>" + line +
"</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0<\
/TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</T\
D><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD>\
<TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><T\
D>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>0</TD><TD>\
0</TD><TD>" + col3 + "</TD><TD>" + col1 + "</TD><TD>" + col2 +
"</TD></TR>\n", fh );
fclose( fh );
}
}
procedure WriteFooter()
{
local fh;
fh = fopen( "c:\\temp\\mydata.html", "a" );
if ( fh )
{
fputs( "</TABLE>\n", fh );
fputs( "</BODY>\n", fh );
fputs( "</HTML>\n", fh );
fclose( fh );
}
}
rows = 16;
column1Max = sqrt( rows );
column2Max = sqrt( rows );
column1 = Optimize( "Column1", 1, 1, column1Max, 1 );
column2 = Optimize( "Column2", 1, 1, column2Max, 1 );
counter = ( ( column2 - 1 ) * column1Max ) + column1;
if ( counter == 1 )
{
WriteHeader();
}
Buy = Sell = 1;
SetCustomBacktestProc( "" );
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
bo.AddCustomMetric( "Value", 0 );
WriteLine( counter );
if ( counter == rows )
{
WriteFooter();
}
}
--- In [email protected], "ozzyapeman" <zoopf...@...> wrote:
>
> Hello, wondering if anyone has done this before - If I have a csv data
file containing three data columns, is there a way to import this into
the AA so I can use AB's 3D graphing utility to see the 3D plot?
>
> It seems that AB can only import it's own specific HTML format, not
plain old CSV.
>
> So then an alternate question is - can a CSV file, as previously
described, be easily converted into AB's required HTML format, either
with a utility or via some kind of scripting? Can anyone point me to a
basic methodology? The only scripting language I have a basic handle on
is VBscript. Hoping this is not too complex.
>
