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Hello,
It is possible to generate reports during WalkForward now,
but please be warned that it will mean large number of reports
(for each and every backtest run under in-sample and out of sample).
http://www.amibroker.com/guide/afl/afl_view.php?setoption
By adding:
SetOption("GenerateReport", 1 );
you will cause full report generation for each optimization step
by adding
SetOption("GenerateReport", 2 );
only one-line report will be generated (in results.rlst file) viewable as single line in Report Explorer
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "jacklweinberg" <jacklweinberg@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 07, 2008 11:04 PM
Subject: [amibroker] Walk Forward Testing
> Dear TJ:
> In my opinion, one of the biggest improvements that you have made with
> AmiBroker is to put in the walk forward testing approach. It has
> proven itself to me as a tremendous indicattion for the future
> profitability of my systems.
> However, I must say that this new feature lacks one key component
> which the previous simple optimization runs had - the use of the
> Report Explorer. I have used the Report Explorer to "store" the
> formulas/settings/results of selected runs.
> With walk forward testing, I find that I must manually store the
> formulas / system settings / results etc. I know that this can easily
> be done (I capture the walk forward results to an Excel spreadsheet).
> However, this is not as easy to compare results as is the Report
> Explorer.
> In other words, can the Report Explorer be enhanced to handle walk
> forward optimization runs?
>
>
> ------------------------------------
>
> 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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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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