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Re: [amibroker] How do I Walk Forward Test non-optimizable systems?


  • To: "dingo" <dingo@xxxxxxxxxxx>
  • Subject: Re: [amibroker] How do I Walk Forward Test non-optimizable systems?
  • From: Herman <psytek@xxxxxxxx>
  • Date: Wed, 5 Mar 2008 15:31:30 -0500

PureBytes Links

Trading Reference Links

no, just trading a system that changes tickers periodically. I think rotational trading may be the answer.


herman




For tips on developing Real-Time Auto-Trading systems visit:

http://www.amibroker.org/userkb/


Wednesday, March 5, 2008, 1:48:27 PM, you wrote:


>

What are you trying to do? Get totals by some period? 

 

d




From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman

Sent: Wednesday, March 05, 2008 1:46 PM

To: dingo

Cc: amibroker@xxxxxxxxxxxxxxx

Subject: Re: [amibroker] How do I Walk Forward Test non-optimizable systems?


Thanks d. Yes, I did that, but it still doubles the opt times.


I thought there would be a more elegant way...


herman


For tips on developing Real-Time Auto-Trading systems visit:

http://www.amibroker.org/userkb/


Wednesday, March 5, 2008, 10:58:51 AM, you wrote:


>

create a dummy optimized variable and only optimize it for a minimum number of steps.

 

d




From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman

Sent: Wednesday, March 05, 2008 7:57 AM

To: AmiBroker User Group

Subject: [amibroker] How do I Walk Forward Test non-optimizable systems?


I run a system for which I pick 10 new tickers weekly simply based on UPI performance.

There is no other optimization.


How do I test this in the Walk-Forward Analyzer? The WFA requires optimization...


Many thanks for any help you can give.


herman


 

 

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