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You can chart the OOS and IS equity results to see combined
performance. See Plot statements of following article in knowledge
base: http://www.amibroker.com/kb/
As for "worst" results. Just create a backtester custom metric which
is the opposite of the metric of interest (e.g. multiply by -1). Then
set your custom metric as the optimization target of the walk forward
in the walk forward settings tab of the AA window. For example make a
custom metric calculated as KRatio * -1.
http://www.amibroker.com/guide/a_custommetrics.html
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "john_dxd_smith"
<john_dxd_smith@xxx> wrote:
>
>
> Several years ago I bought $695 TradeStation add-on to do WFO.
> As far as I know that was the only retail software capable of WFO at
> that time.
> I played around a while and found, in many cases, worst in-sample
> parameters performed better out-of-sample than best in-sample ones.
> I haven't used the software since because it's so cumbersome to set
it
> up to do WFO.
>
> Now that AmiBroker can do WFO seamlessly, I'm trying to replicate
what
> I did years ago.
>
> 1)
> Is OOS combined performance report available anywhere ?
>
> 2)
> How can I produce OOS results from "worst" in-sample parameters ?
>
> best regards,
> DXD
>
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