|
PureBytes Links
Trading Reference Links
|
Title: Message
Fred,
That's
exactly what I needed. Thanks!
-Ed
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
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
YAHOO! GROUPS LINKS
|