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Hi Al –
The two year IS, followed by one year OOS,
is just an example.
Howard
-----Original Message-----
From: advenosa@xxxxxxxxxxxx
[mailto:advenosa@xxxxxxxxxxxx]
Sent: Friday, October 17, 2003
5:06 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re:
Optimization -- again
One more question for anyone. In his optimization and walk-forward
scheme,<span
>
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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