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Hello,
Yes it exits because generally speaking parameter change
will usually change signals from previous section of test
therefore trades should be exited. If you don't want that,
you can keep the trades by adding this line:
Buy = Flip( Buy, Sell);
This will re-open any long trades at the beginning of the next section
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "john_dxd_smith" <john_dxd_smith@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 27, 2008 6:47 AM
Subject: [amibroker] Open Trade Problem - Walk-Forward Optimization
> 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
>
>
>
> ------------------------------------
>
> 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.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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