[amibroker] Walkforward test question

["dloyer123" <dloyer123@xxxxxxxxx>]

Is there a way to keep trades open at the end of the out of sample 
walkforward step, rather than "mark to market" at the end of the step?

The problem is that closing trades at the end of each step does not 
model trades that last longer than the walkforward step size.

I reduced the walkforward step size to 1 day, but this has the implied 
effect of closing each trade at the end of the day in the out of sample 
data. 

What I really want is to confine trade entries to the step window, but 
let the trade end natrually in computing the out of sample performance, 
as if I updated the entry parameters each step.  




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