[amibroker] Open Trade Problem - Walk-Forward Optimization

["john_dxd_smith" <john_dxd_smith@xxxxxxxxx>]

One of my collection of backtesters offers the following options in
walk-forward optimization : 

exit all trades
exit if direction changed
exit and reenter

The option allows users to choose how to account for open trades at
the end of out-of-sample periods.
AmiBroker exits all trades at the end of each out-of-sample periods
and another backtester I own doesn't enter trades in next
out-of-sample period until the open trade generated by old parameters
is closed ( exit with old parameters and reenter ).

I'd guess there was no correct answer.
I just wish AmiBroker offered all options...

Since the option has a significant impact on the final results,
I'm just curious as to what you experts think about this problem.

regards,
dxd



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