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And I was doing sequential optimization-test cycles over
moving historical window way before that. Back in 1998 I did not
know
that the name is "walk-forward". I did not know that this
is big thing. It was nothing special. So what?
FYI: Despite your beliefs, the
walk-forward was not introduced to AB community by Fred. It was
also
not the Howard's suggestion that was the first.
Fred joined the list in November 2002 (bought AB about
the same time),
while adding Walk-Forward testing has been suggested on this
list by Thomas Zmuck
He was the first among AB users who raised this in
public.
As you can see from the threads that follow, people were
conducting several walk-forward tests
in AmiBroker manually since then. The idea has been accepted
for implementation back in September, 2002.
Same with robustness and other stuff. This came all long
ago.
Thomas (from Pattern Explorer) was influencing member of
AmiBroker community
yet I do not his name mentioned even half as
often.
Even if some idea is good it is not always "top priority".
While automation of Pardo's WF process is nice thing, it is
hardly critical as the same can be obtained manually
with just few simple steps using AB version even from 1998.
I am pretty tired with this thread as everyone nowadays
everyone claims the ownership of inventions, like this guy
who claims MC is the very first software that has portfolio
backtesting:
It is stupid claim, but I bet that some people will
belive.
So now I make a claim: I did NOT invent anything.
How refreshing :-)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, June 29, 2008 12:35
PM
Subject: RE: [amibroker] Re: Now Where
Can You Find Customer Service Like TJ Provides?
I really should have said Fred through his IO, has made
WF functionality available in AB way before the official WF functionality was
implemented.
Fair enough if you put it that way. All I
know is that I've been doing walk forward testing way before Howard
published his book, not because of any brillance on my part, but
because Fred has his IO capable of doing those things. Pardo,
Kennedy or Trading receipes didnt make those things a reality for me. Its
good that you have taken Howard suggestion to make WF testing available to
AB user. We all benefit from that and credit goes to him. I just want
to mention for the record that I started having those benefits way before WF
was available, because Fred has made it available in
IO.
Hello,
While we are at giving credits, if you deny giving
Howard a credit for influencing AmiBroker for mere fact that he did not
"invent"
Walk-Forward, for sake of
correctness you would probably need to mention original
authors of ideas, not only the followers.
The Walk-forward testing of systems was pioneered
by Robert Pardo in **1991**
PSO by James Kennedy and Russel C.
Eberhart in 1995
And portfolio backtesting first appeared in Trading
Recipes in 1994
And for your information without Howard you would not
see walk-forward in AmiBroker in current shape. Why? Because
he was among people who
a) asked for it and popularized it in his
book
b) tested early versions
c) provided feedback that helped to make it as user
friendly as it is now.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, June 29, 2008 6:24
AM
Subject: RE: [amibroker] Re: Now
Where Can You Find Customer Service Like TJ Provides?
You said, " Howard Bandy's published analytical approaches
using AB as a platform
have resulted in new AB functionality that TJ
has incorporated into
the product." . Which functionality is this? If
you're thinking about objective function and Walk forward analysis, that
was pioneered by Fred ages ago. Otherwise, my mind is blank. Please
enlighten.
TJ's business model is certainly unique.
NEVER before have
I seen a business owner / developer directly
involved with each and
every customer thru a forum like this.
TJ deserves praise for
tightly integrating increasingly sophisticated
functionality into
the AB product.
But the AB customer community deserve a great
deal of praise for
innovative ideas that TJ ultimately adapted to
AB.
Fred is a free-thinker who introduced us to the concepts of
portfolio
backtesting and PSO which have since been tightly
integrated into AB.
William Peters introduced the 'wizard'
concept for non-programmer's
which has since been improved
upon and tightly integrated into AB by TJ.
Howard Bandy's
published analytical approaches using AB as a platform
have
resulted in new AB functionality that TJ has incorporated into
the
product.
And there are quite a few other users whose ideas /
suggestions TJ has
implemented into the AB product. And of course
Dimitris was the
ultimate 'end-user' in years past who could show
us all how to
implement new features of AB.
None of this
takes away from TJ's development skills, but it is
important to
acknowledge the contributions of the entire AB community
in the
evolution of
AB.
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