[amibroker] Interpreting walk-forward analysis

["droskill" <droskill@xxxxxxxxx>]

Ok - so I have a system that has 3 parameters for optimization.  When
I optimized it using backtesting, I get 3 parameters:

20,3,4

Now, I walk-forward optimize it, and I get:

OOS: 20,4,4
IS: 20,4,4
OOS: 25,3,6

So my question is this - they all give decent numbers for returns, etc
- so how would you approach figuring out which set to use?

Thanks!


------------------------------------

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/