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One more question for anyone. In his optimization and walk-forward scheme,
Howard suggested optimizing in 2-year increments and walk-forward testing
in the 1-year OOS period immediately following each 2-year opt, then saving
the OOS equity curve and concatenating all the OOS equity curves at the end
of the exercise. How would you do the concatenation in AFL? Anyone have any
ideas?
TIA
Al Venosa
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