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Al,
I have posted the walk-forward optimization formulas at
http://groups.yahoo.com/group/amibroker/message/43353
As for the concatenation, a similar problem was solved at the recent
IP, part II, through the STEP and Cum(STEP) functions.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "advenosa@xxxx" <advenosa@xxxx>
wrote:
> 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
>
> --------------------------------------------------------------------
> mail2web - Check your email from the web at
> http://mail2web.com/ .
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