|
PureBytes Links
Trading Reference Links
|
Hi Rizwan,
I equate walk-forward testing to out-of-sample testing. You would first get
an idea of the performance of your system with an in-sample backtest where
you use a certain timeframe and, sometimes, a certain market (say 1990 to
1995 and the Nasdaq). Then, when you are satisfied that your system tests
adequately under those conditions, you subject it to a walk-forward test
using a different timeframe and, sometimes, market(say 1996 to 2000 and the
S&P 500).
Regarding you second question, you need historic data to _backtest_. But you
can have Amibroker, via the AlertIf() function for example, test data of any
timeframe and tell you when certain trade conditions are met.
HTH,
-john
PS: In general i find this google.com search syntax helpful:
'define term'
So here one might try searching with something like:
define "walk forward" testing
with the quotes.
----- Original Message -----
From: "rizwankherati" <rizwankherati@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 20, 2004 3:14 AM
Subject: [amibroker] Walk Forward testing
During my search for the software, I am looking at various softwares
and a term I encountered in their literature was walk forward
testing, What does it exactly mean? is it only a marketing gimick?
Are there any real benefits of doing it over the usual download data
and test the strategy on it method?.
Can Amibroker professional with a real time data feed test your
strategies in real time (sort of paper trading).
Best regards
Rizwan
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|