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See IO in the Amibroker-TS files section ... This will allow you to
use Amibroker's exhaustive search optimization or its own intelligent
optimization. In addition it will allow you to set up directive to
do automated walk forward out of sample testing.
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Cottrell" <emc@xxx> wrote:
>
> Everybody agrees that a highly optimized system runs the risk of
> curve-fitting, so one should optimize on only part of one's data,
then
> backtest the optimized system on the rest to see how it holds up.
>
> Is a feature to do this in the works, or does anybody have scripts
that will
> help me automate this? The last thing I want to do, after I have
optimized a
> system with a few thousand parameter combinations, is backtest more
than a
> couple of those. The kind of thing I have in mind is a script that
would
> optimize a system across, say, the earliest 50% or 2/3 of the data
in some
> date range, then backtest each combination across the latter part.
If there
> is already such a script, so I don't have to code it, myself, that
would be
> great.
>
> Thanks,
> Ed
>
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