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

[Herman <psytek@xxxxxxxx>]

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

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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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