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John,
Many thanks for your explanation it is helpful. Just one further
clarification, you said "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."
Does this mean that if i am subscribed to say esignal for live real
time data, Amibroker would alert me if my strategy crteria are met?
Can Ami broker scan the incoming real time tick data from esignal
for multiple strategies simultaniously, and alert me telling which
strategy's criteria are met?
Best regards
Rizwan
--- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> 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@xxxx>
> 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
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