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I too was doing walk forward testing back in 1998 (and some of
colleagues in finance a few years before that)... most of this stuff
was done in an 'institutional' context long before it hit the retail
market... So the pattern normally is academic>institutional>retail I
would guess...
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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
> http://finance.groups.yahoo.com/group/amibroker/message/17499 in
May 19, 2002.
> 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.
> http://finance.groups.yahoo.com/group/amibroker/message/25498
> 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:
>
http://www.elitetrader.com/vb/showthread.php?s=&postid=1958962&highlight=portfolio+backtesting#post1958962
>
> 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 -----
> From: Paul Ho
> To: amibroker@xxxxxxxxxxxxxxx
> 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.
>
>
>
>
>
----------------------------------------------------------------------------
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Paul Ho
> Sent: Sunday, 29 June 2008 8:25 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Now Where Can You Find Customer
Service Like TJ Provides?
>
>
>
> 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.
>
>
>
>
--------------------------------------------------------------------------
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
> Sent: Sunday, 29 June 2008 7:47 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Now Where Can You Find Customer
Service Like TJ Provides?
>
>
>
> 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**
> http://www.pardocapital.com/pbl_pardo_art_wfa.html
>
> PSO by James Kennedy and Russel C. Eberhart in 1995
> http://en.wikipedia.org/wiki/Particle_swarm_optimization
>
> And portfolio backtesting first appeared in Trading Recipes in
1994
> http://www.tradingrecipes.com/
>
> 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 -----
> From: Paul Ho
> To: amibroker@xxxxxxxxxxxxxxx
> 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.
>
>
>
>
> ----------------------------------------------------------------------
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Phsst
> Sent: Sunday, 29 June 2008 2:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Now Where Can You Find Customer
Service Like TJ Provides?
>
>
> 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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