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Louis,
I think that you will get a better understanding by reading a book on
the topic. I suggest the book by Robert Pardo. I did a quick search
for you, unfortunatley, it does not appear to be published in french:
http://www.amazon.com/Evaluation-Optimization-Trading-Strategies-
Wiley/dp/0470128011/ref=pd_bbs_sr_1?
ie=UTF8&s=books&qid=1208732525&sr=8-1
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi,
>
> I think that there is something REALLY IMPORTANT that I don't
understand...
>
> Ok, I will try to explain that. Before using the walk-forward
feature, I
> would do optimizations at different time to see how the system
would react
> in different markets. I used the MA 20,50 as an example (of course
I
> wouldn't use a simple MA system). I would obtain some value for the
> optimization for, let's say, 2005 to 2006. Then I would get other
values
> for 2006 to 2007, and so on. Then, I would look for values always
in the
> best one OR (and that is important I believe) for reasons that
would explain
> why a value is less good now then at a previous time.
>
> But right now with walk-forward it is plain crazy. For a month of
IS I get
> a RAR over 1000 then for the next 2 weeks IS -100, then again +800
for the
> month, then -80 for the two weeks IS. And each time the variables
change.
> I just don't know what to do with this. I don't see in what the
market
> would change in a week or two (and twice!). That's why I was
interested in
> the 5 best values to see if there is some continuity. But right
now, I feel
> lost with all those parameters and crazy results. Don't know what
to do with
> them!
>
> As for the philosophy, I don't care if I have to adjust my system
> periodically, but not each weak! And how to be sure the system
works if
> what was tested a month is not working the next month? I'd need
some
> continuity!
>
> Maybe someone had the same problems...
>
> Thanks a lot, as always!
>
> Louis
>
> 2008/4/18, Mike <sfclimbers@xxx>:
> >
> > Louis,
> >
> > Comments added in line...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis
> > Préfontaine"
> > <rockprog80@> wrote:
> > >
> > > Hi Mike,
> > >
> > > Thanks for your reply. I understand what you say, but
personnaly I
> > would
> > > appreciate to see other results than best results, because it
makes
> > it
> > > possible to adjust a particular system.
> >
> > Design your system based on optimization of one period. Make all
the
> > adjustments necessary until you feel you have a workable system.
Then
> > try walk forward.
> >
> > If you have to adjust your system, then your system is not ready
to
> > trade. Walk forward will make that very clear for you because your
> > OOS results will be marginal or poor. If you think that one set of
> > values should have been selected, but weren't, then you need to
> > reconsider your objective function.
> >
> > > As an example, let's say that my
> > > 20,50 cross was first and now is second, hence the walk-forward
> > chooses
> > > something else for the next OOS. But maybe over the long run -
> > that is,
> > > many years - 20,50 would be in the top 5 and I only have to
adjust
> > to what
> > > changed in the market (e.g. volatility, market going down,
etc.) to
> > make it
> > > better.
> > > You see, in this particular case, I don't have to reject the
20,50
> > crossover
> > > as the walk-forward would propose, but only to make my 20,50
better
> > because
> > > in the long run it is more stable (I would see this if I could
see
> > the 5
> > > best instead of only the best one).
> >
> > It is highly unlikely that you will design a system that has fixed
> > parameter values (e.g. 20/50) and is optimal for all markets. The
> > best you can hope for with that approach is a system that is able
to
> > get steady performance in most markets and still not get killed
in a
> > bad market. It is far more likely that you will have to
periodically
> > adjust your values to get optimal results as time goes on.
> >
> >
> > > Maybe I am not making sense, but knowing that 13,31 is better
than
> > 20,50
> > > which is now better than 14,18 is not helping me a lot;
> >
> > It is helping your trading account a lot ;) If 13/31 is optimal
then
> > that is the one that is going to give the the most money. Once
13/31
> > is no longer best, then 20/50 is going to give you the most money,
> > and so on.
> >
> > > I'd prefer to see
> > > which of those systems performed well in what kind of market and
> > then adjust
> > > the parameters to the market.
> >
> > That is *exactly* what walk forward is already doing for you. The
IS
> > period tells you "what kind of market" and then gives you
> > the "adjusted parameter values" to use. The whole approach is
based
> > on the assumption that there are no fixed values that will work
for
> > all maket conditions. Therefore, what are the best values right
*now*.
> >
> > > Do you understand what I mean?
> >
> > Yes, but you have to decide what your philosophy is. Do you
believe
> > that you can design a strategy that never changes values once you
> > start trading. Or, do you believe that a strategy must
periodically
> > adjust to changes in the market *as they happen*. If you believe
that
> > you must adjust to changes, then it only makes sense to use the
> > *best* values when those changes happen.
> >
> > Mike
> >
> > > Thanks!
> > >
> > > Louis
> > >
> > > 2008/4/18, Mike <sfclimbers@>:
> > > >
> > > > Louis,
> > > >
> > > > I don't think that you are understanding how walk forward
works.
> > You
> > > > always want the *best* values for use in the next OOS. What
you
> > have
> > > > to understand is that after the last IS period, you will have
a
> > new
> > > > set of parameter values that you start trading *live*
tomorrow.
> > > >
> > > > You don't want 2nd best. You don't care if last month you were
> > > > trading 20/50. What you care about is that starting tomorrow
you
> > want
> > > > to trade 10/25 (for example). 20/50 is *no longer best*, so
why do
> > > > you care if it's 2nd, 3rd or 100th best? It's no longer
meaningful
> > > > going forward. This is why it is critical that you use an
> > objective
> > > > function that represents your definition of "best".
> > > >
> > > > As for your comments regarding random tests. It sounds like
you
> > are
> > > > confusing two issues. Monte Carlo is not Walk Forward.
> > > >
> > > > If you want to apply Monte Carlo when first developing your
> > strategy,
> > > > that's fine. Monte Carlo is used to see how much your
performance
> > > > differs when adding noise to the *same set of data* as the
> > original
> > > > optimization. Was it pure chance that your strategy perfomed
well
> > > > over that data, or did your strategy still do well even when
noise
> > > > was added to the data (i.e. strategy recognized the signal
and was
> > > > able to ignore the noise)?
> > > >
> > > > Walk forward is used to validate that your strategy will
adapt to
> > the
> > > > market and continue to give positive returns on data that it
has
> > > > *never seen before*.
> > > >
> > > > If you want to add sensitivity analysis to your walk forward
> > process
> > > > such that you end up with parameter values that are
surrounded by
> > > > other well performing values (as opposed to values isolated
at the
> > > > top of a peak surrounded by poor performing values), then you
can
> > use
> > > > the walk forward capabilities of IO (See Intelligent
Optimizer in
> > > > Files section of this group).
> > > >
> > > > http://www.amibroker.org/userkb/?s=intelligent+optimizer
> > > >
> > > > Mike
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com>, "Louis
> > > > Préfontaine"
> > > > <rockprog80@> wrote:
> > > > >
> > > > > Hi Mike (and everyone),
> > > > >
> > > > > The problem I have with actual walk-forward is this: each
> > > > parameters are
> > > > > tested only once. As an example, if I choose a Cross ma
(c,20),
> > ma
> > > > (c,50);
> > > > > and optimize the two variables, each time it will only be
tested
> > > > once. But
> > > > > there could be many results with the same variables; I would
> > prefer
> > > > to be
> > > > > able to do a random test of the same variables let's say
1000
> > times
> > > > to get
> > > > > an average of the results. But with walk-forward that would
take
> > > > WEEKS to
> > > > > get it done!
> > > > >
> > > > > The other problem is this one. Let's say that an IS and OOS
> > > > results show
> > > > > that 20 and 50 (in the previous example) are the two best
> > results
> > > > (based on
> > > > > only one test, as I talked previously, but still...). Then,
the
> > > > next IS and
> > > > > OOS shows something different (let's say 10 and 25). But
maybe
> > 20
> > > > and 50 is
> > > > > still good, been the second best of the list. But the
problem is
> > > > that I
> > > > > only see the ultimate best results in the walk-forward! I'd
like
> > > > to see,
> > > > > let's say the 5 best results so if a parameter is in the 5
best
> > > > every time I
> > > > > have something stable even if it's not the best parameter
at the
> > > > particular
> > > > > IS-OOS time!
> > > > >
> > > > > Sorry again if I gace someone a headache here. I wish I
could
> > > > explain
> > > > > better what I mean, but maybe you understand my problem.
> > > > >
> > > > > Thanks,
> > > > >
> > > > > Louis
> > > > >
> > > > > 2008/4/18, Mike <sfclimbers@>:
> > > > > >
> > > > > > Louis,
> > > > > >
> > > > > > That's the whole point of walk forward analysis! The goal
is
> > to
> > > > enter
> > > > > > each new OOS period with parameter values *most relevant*
to
> > what
> > > > the
> > > > > > market is about to offer. When parameter values change,
it is
> > not
> > > > a
> > > > > > sign of failure. It is a sign of adaptation to changing
market
> > > > > > conditions.
> > > > > >
> > > > > > If your parameter values stay the same, that suggests
that the
> > > > market
> > > > > > is continuing as it had been. If your parameter values
change,
> > > > that
> > > > > > suggests that the market has changed and that your
strategy
> > has
> > > > > > *adapted* to the change.
> > > > > >
> > > > > > The frequency at which your parameter values change will
> > largely
> > > > be
> > > > > > dependant upon the length of your IS period. If you have
a 10
> > > > year IS
> > > > > > period and a 2 week OOS period, it will be a loooooooong
time
> > > > before
> > > > > > your parameter values change from one OOS to the next OOS.
> > > > > >
> > > > > > That is why Howard advised you in your earlier thread to
> > > > experiment
> > > > > > with different IS period lengths to determine what the
ideal
> > IS
> > > > > > period length is for your strategy.
> > > > > >
> > > > > > If you are unable to find a suitable IS:OOS period lengths
> > > > > > combination, that suggests that your strategy is poor and
> > needs
> > > > to be
> > > > > > reworked or abandoned.
> > > > > >
> > > > > > Mike
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com>, "Louis
> > > > > > Préfontaine"
> > > > > > <rockprog80@> wrote:
> > > > > > >
> > > > > > > Hi Thomas,
> > > > > > >
> > > > > > > I understand what you mean and I agree with you on what
you
> > say.
> > > > > > My concern
> > > > > > > is more about what to do when each IS and the following
OOS
> > uses
> > > > > > some
> > > > > > > parameters and then each new IS-OOS uses another
parameter.
> > > > > > Moreover, all
> > > > > > > those parameters are (as far as I know) the best-of-
many and
> > > > they
> > > > > > are not
> > > > > > > resampled, so I see a potential problem and I have
trouble
> > > > > > identifying where
> > > > > > > my system fails because if I use a walk-forward of 2
weeks
> > each
> > > > 2
> > > > > > weeks has
> > > > > > > new parameters...
> > > > > > >
> > > > > > > Do you understand what I mean? Sorry if I am
confusing...
> > > > English
> > > > > > is not
> > > > > > > my first language.
> > > > > > >
> > > > > > > Louis
> > > > > > >
> > > > > > > 2008/4/18, Thomas Ludwig <Thomas.Ludwig@>:
> > > > > >
> > > > > > > >
> > > > > > > > > The problem with that is the following: let's say my
> > signal
> > > > is
> > > > > > a MA
> > > > > > > > > crossover, and I optimized each MA. I apply a walk-
> > forward
> > > > of 3
> > > > > > > > > months, and each time the MA Crossover is different.
> > So, in
> > > > > > the end,
> > > > > > > > > if the OOS is worse than IS, I don't know much more
> > because
> > > > > > each time
> > > > > > > > > the walk-forward was acting on different MA
Crossover.
> > > > > > > >
> > > > > > > >
> > > > > > > > I disagree. Look at it this way: You perform an
> > optimization
> > > > ovet
> > > > > > your
> > > > > > > > IS period, and then you usually select the best
parameter
> > > > > > combination
> > > > > > > > based on the metric you chose (like K-ratio). The
basic
> > > > > > *assumtion* is
> > > > > > > > that this "best" parameter combination gives you a
trading
> > > > system
> > > > > > that
> > > > > > > > can generalize - i.e., it will be able to be
profitable
> > even
> > > > if
> > > > > > market
> > > > > > > > conditions change somewhat. But you can't be sure
before
> > you
> > > > > > apply this
> > > > > > > > optimized system to NEW data different from the IS
data -
> > > > that's
> > > > > > the
> > > > > > > > OOS period. That's exactly what walk-forward is
doing. It
> > just
> > > > > > adds one
> > > > > > > > more assumption: That you normally wouldn't stick to
the
> > same
> > > > > > > > parameters over several years. That's why it walks
forward
> > > > though
> > > > > > the
> > > > > > > > time comparing the optimized result of the respective
IS
> > > > period
> > > > > > with
> > > > > > > > the NEW data of the subsequent OOS period. Now, if you
> > compare
> > > > > > your IS
> > > > > > > > results with the OOS results and you find the latter
ones
> > > > > > considerably
> > > > > > > > worse that shows that your system is not robust. Think
> > about
> > > > the
> > > > > > 3D
> > > > > > > > optimization graph available in Amibroker: Such a poor
> > system
> > > > > > would
> > > > > > > > probably produce a 3D surface plot with big changes
> > (spikes,
> > > > > > drops)
> > > > > > > > instead of stable plateaus - i.e. it is *very*
dependent
> > on
> > > > the
> > > > > > > > parameters you chose. A small change in the parameters
> > for the
> > > > > > tested
> > > > > > > > period would lead to poor results as the system has
> > > > > > only "learned" the
> > > > > > > > market structure in that period and will fail if that
> > changes
> > > > over
> > > > > > > > time.
> > > > > > > >
> > > > > > > >
> > > > > > > > > Do you
> > > > > > > > > understand what I mean? And because the walk-forward
> > only
> > > > > > shows the
> > > > > > > > > BEST result of ONE optimized portfolio result (RAR,
RRR,
> > > > CAR,
> > > > > > etc.) I
> > > > > > > > > just can't make it better because I can't see what
is
> > result
> > > > > > number
> > > > > > > > > 2, or 3. In that way, optimization seems superior,
but
> > > > maybe I
> > > > > > am
> > > > > > > > > not using walk-forward correctly. That is my main
> > concern!
> > > > > > > > >
> > > > > > > > > Louis
> > > > > > > > >
> > > > > > > > > 2008/4/17, Louis Préfontaine <rockprog80@>:
> > > > > > > > > > Hi Thomas,
> > > > > > > > > >
> > > > > > > > > > Do you use Walk-forward as a random optimizer like
> > Monte
> > > > Carlo
> > > > > > > > > > Simulation or do you use it as a parameter
> > optimization
> > > > > > (let's say
> > > > > > > > > > you want to know the best numbers for a MA
> > crossover). Or
> > > > > > maybe
> > > > > > > > > > both?
> > > > > > > > > >
> > > > > > > > > > I ask this because my feeling is that if I use it
> > only as
> > > > a
> > > > > > > > > > parameter optimization, each parameter would be
tested
> > > > only
> > > > > > one
> > > > > > > > > > time in each IS or OOS, hence this could not be
> > > > > > significative. I
> > > > > > > > > > tried to add a random simulation 5 times to get
the
> > best
> > > > out
> > > > > > of 5
> > > > > > > > > > results, but I was wondering if this was correct
or
> > > > simply a
> > > > > > waste
> > > > > > > > > > of time.
> > > > > > > > > >
> > > > > > > > > > Thanks,
> > > > > > > > > >
> > > > > > > > > > Louis
> > > > > > > > > >
> > > > > > > > > > 2008/4/16, Thomas Ludwig <Thomas.Ludwig@>:
> > > > > > > > > > > > Thank you very much Thomas. So in fact the
walk-
> > > > forward
> > > > > > > > > > > > measures the data-mining bias in some way? I
will
> > read
> > > > > > what
> > > > > > > > > > > > you say I should read, and I will look at
chapter
> > 20
> > > > in
> > > > > > > > > > > > Howard's book...
> > > > > > > > > > >
> > > > > > > > > > > Yes, it's explained there in detail. It's great
that
> > > > > > Amibroker
> > > > > > > > > > > now automates this process (that wasn't the case
> > when
> > > > > > Howard's
> > > > > > > > > > > book was published).
> > > > > > > > > > >
> > > > > > > > > > > > But still, so far I get the impression that
if I
> > > > > > backtested
> > > > > > > > > > > > let's say cross (ma,ma...) for 2000 to 2008
and I
> > take
> > > > > > this
> > > > > > > > > > > > best result and it is 100% CAR, then eben if
OOS
> > is
> > > > 50%
> > > > > > CAR I
> > > > > > > > > > > > guess there can still be place for data-ming
bias
> > (or
> > > > > > > > > > > > curve-fitting) because the optimization was
done
> > with
> > > > the
> > > > > > best
> > > > > > > > > > > > result.
> > > > > > > > > > >
> > > > > > > > > > > If your IS period is 2000-2008 I'm afraid that
> > there is
> > > > no
> > > > > > time
> > > > > > > > > > > left for the OOS period ;-) Both periods must
not
> > > > overlap!
> > > > > > In
> > > > > > > > > > > the book (and you can configure Amibroker
> > accordingly)
> > > > the
> > > > > > IS
> > > > > > > > > > > period is chosen to be 2 years and OOS is one
year.
> > If
> > > > you
> > > > > > start
> > > > > > > > > > > the process in 2000, the first IS period would
be
> > 2000-
> > > > 2001
> > > > > > and
> > > > > > > > > > > the first OOS period would be 2002. The second
IS
> > > > period is
> > > > > > > > > > > 2001-2002 and OOS is 2003 - and so forth. In my
> > > > > > understanding
> > > > > > > > > > > this approach simulates the fact that you
normally
> > don't
> > > > > > trade a
> > > > > > > > > > > sytem with the same parameters unchanged for
many
> > years
> > > > > > (unless
> > > > > > > > > > > it's a really long-term system). Rather, you
would
> > re-
> > > > > > optimize
> > > > > > > > > > > the system every 1-2 years to adjust it to
changing
> > > > market
> > > > > > > > > > > conditions. That's what the walk-forward test is
> > > > actually
> > > > > > doing.
> > > > > > > > > > > Every new optimization is compared with the
results
> > of
> > > > an
> > > > > > OOS
> > > > > > > > > > > period. If the OOS results are considerably
worse
> > than
> > > > the
> > > > > > IS
> > > > > > > > > > > results this is a strong hint that the sytem
will
> > not
> > > > work
> > > > > > in
> > > > > > > > > > > real trading.
> > > > > > > > > > >
> > > > > > > > > > > > Anyway, if I understand correctly what you
say,
> > the
> > > > OOS
> > > > > > will
> > > > > > > > > > > > ALWAYS be less than IS because the IS is
> > optimized -
> > > > that
> > > > > > is,
> > > > > > > > > > > > it will take the best-of-100 (or 200, etc.)
> > result,
> > > > and
> > > > > > compare
> > > > > > > > > > > > it with a more random result that would
occure in
> > real
> > > > > > life.
> > > > > > > > > > > > Am I wrong?
> > > > > > > > > > >
> > > > > > > > > > > The OOS results are not necessarily worse - but
most
> > > > often
> > > > > > they
> > > > > > > > > > > are. I've analyzed a couple of systems (which I
> > don't
> > > > > > trade) that
> > > > > > > > > > > had beautiful IS equity curves - they all
failed the
> > > > walk-
> > > > > > forward
> > > > > > > > > > > test spectacularly. So it seems they were all
> > overfitted
> > > > > > and were
> > > > > > > > > > > not able to generalize.
> > > > > > > > > > >
> > > > > > > > > > > Greetings,
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > > Thomas
> > > > > > > > > > >
> > > > > > > > > > > > Thanks,
> > > > > > > > > > > >
> > > > > > > > > > > > Louis
> > > > > > > > > > > >
> > > > > > > > > > > > 2008/4/16, Thomas Ludwig <Thomas.Ludwig@>:
> > > > > > > > > > > > > Louis,
> > > > > > > > > > > > >
> > > > > > > > > > > > > in the IS period your system is optimized,
then
> > the
> > > > best
> > > > > > > > > > > > > values from the optimization are used to
> > perform a
> > > > test
> > > > > > over
> > > > > > > > > > > > > the IS and OOS periods.
> > > > > > > > > > > > >
> > > > > > > > > > > > > If the OOS results are worse than the IS
> > results,
> > > > this
> > > > > > means
> > > > > > > > > > > > > that the system doesn't generalize well
enough.
> > BTW:
> > > > > > This
> > > > > > > > > > > > > topic is very well explained in chapter 20
of
> > > > Howard's
> > > > > > book.
> > > > > > > > > > > > > I also suggest to look at
> > > > > > > > > > > > >
> > > > > > > > > > > > >
http://www.amibroker.com/kb/2008/02/12/getting-
> > > > started-
> > > > > > with-a
> > > > > > > >
> > > > > > > > > > > > >utomat ic-walk-forward-optimization/.
> > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > I must say, that walk forward testing has
> > completely
> > > > > > changed
> > > > > > > > > > > > > my way of thinking. It's much easier to see
now
> > if a
> > > > > > trading
> > > > > > > > > > > > > system is worth a second look.
> > > > > > > > > > > > >
> > > > > > > > > > > > > Greetings,
> > > > > > > > > > > > >
> > > > > > > > > > > > > Thomas
> > > > > > > > > > > > >
> > > > > > > > > > > > > > Hi,
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > I've been experimenting with walking-
forward,
> > and
> > > > I
> > > > > > have
> > > > > > > > > > > > > > some questions regarding how it works.
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > I ran a complete random optimization or
> > > > buying/selling
> > > > > > > > > > > > > > using the variables I set (a MCS in
fact), and
> > > > > > > > > > > > > > systematically OOS results were worst than
> > IS. I
> > > > > > don't
> > > > > > > > > > > > > > understand how it works, because whatever
if
> > the
> > > > > > sampling
> > > > > > > > > > > > > > is IS or OOS it is always the same
variables
> > that
> > > > are
> > > > > > in
> > > > > > > > > > > > > > place.
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > Anyone could explain how this work?
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > Thanks,
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > Louis
> > > > > > > > > > > > >
> > > > > > > > > > > > > ------------------------------------
> > > > > > > > > > > > >
> > > > > > > > > > > > > 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
> > > > > > > > > > > > >
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> > always
> > > > > > check
> > > > > > > > > > > > > DEVLOG: http://www.amibroker.com/devlog/
> > > > > > > > > > > > >
> > > > > > > > > > > > > For other support material please check
also:
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> > > > > > > > > > > > > Yahoo! Groups Links
> > > > > > > > > > >
> > > > > > > > > > > ------------------------------------
> > > > > > > > > > >
> > > > > > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news
always
> > > > check
> > > > > > DEVLOG:
> > > > > > > > > > > http://www.amibroker.com/devlog/
> > > > > > > > > > >
> > > > > > > > > > > For other support material please check also:
> > > > > > > > > > > http://www.amibroker.com/support.html
> > > > > > > > > > > Yahoo! Groups Links
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > ------------------------------------
> > > > > > > >
> > > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always
check
> > > > DEVLOG:
> > > > > > > > http://www.amibroker.com/devlog/
> > > > > > > >
> > > > > > > > For other support material please check also:
> > > > > > > > http://www.amibroker.com/support.html
> > > > > > > > Yahoo! Groups Links
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > >
> > > >
> > > >
> > > >
> > >
> >
> >
> >
>
------------------------------------
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