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Fred,
I was thinking a 10 year span would give a reasonable base test.
Then if a system looks promising, Then the user can download the system
and perform test on various other ranges to their hearts content. A
system may also be tested on a completely different data set (different
exchange) for a general robustness test. Of course a system can be curve
fit, But this would quickly be noted and posted to the comments section
by other users. As it's an open souce project, Your more than welcome to
assist in resolving or creating workarounds for such issues as you see
fit. And if you don't see backtesting as a useful tool at all, Then
there is no need to participate.
ATB
Michael.
Fred wrote:
>
> As stated previously, back test stats only really tell one about how
> well one has managed to curve fit some particular system to the data
> that's in play. It tells one nothing about how any given system is
> likely to perform out of sample which is of course where all investors
> and/or traders use real money.
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "Michael.S.G." <OzFalconAB@xxx>
> wrote:
> >
> > Backtest Framework is now known as "AB Trading Framework"
> >
> > It's not much, But here it is anyway....
> > 1st Alpha release of "AB Trading Framework" is available at
> > http://www.amibroker.org/3rdparty/AB_Trading_Framework/
> <http://www.amibroker.org/3rdparty/AB_Trading_Framework/>
> >
>
>
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