Re: Re[2]: [amibroker] Re: Walk-Forward WITHOUT Optimization.

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Title: Re[2]: [amibroker] Re: Walk-Forward WITHOUT Optimization.

The same result (i.e. summary row as from optimization) can be obtained by running ordinary backtest.

All you have to do is to switch report mode to "Summary" in the "Report" tab of AA Settings

or using SetOption("PortfolioReportMode", 2 );

http://www.amibroker.com/f?setoption

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Herman

To: ftonetti@xxxxxxxxxxxxx

Sent: Monday, November 17, 2008 1:52 PM

Subject: Re[2]: [amibroker] Re: Walk-Forward WITHOUT Optimization.

Thanks Fred, this was mentioned before. It was just that reading the Help files i thought I was missing an other operating mode.

I tried this when Mike suggested it and it seems to work.

We'll let that be the solution.

Best regards,

herman

Monday, November 17, 2008, 7:44:19 AM, you wrote:

>	So run a one step optimization where the only thing being optimized is a dummy variable i.e.   Dummy = Optimize("Dummy", 1, 1, 1, 1);   This is handy to get the 36 built in performance metrics as well as any of your own. ----- Original Message ----- From: Herman  Date: Sunday, November 16, 2008 3:42 pm Subject: Re: [amibroker] Re: Walk-Forward WITHOUT Optimization. To: Joe
same in 5.20 rc1 herman Sunday, November 16, 2008, 2:21:17 PM, you wrote: > In version 5.19, if you set the WF settings to Advanced and unclick > In-sample data, WFO gives the message, " You haven't specified any > variables for optimization". > Joe > ------------------------------------ > **** IMPORTANT **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > ********************* > TO GET TECHNICAL 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@xxxxxxxxxps.com  >     mailto:amibroker-fullfeatured@yahoogroups.com > <*> To unsubscribe from this group, send an email to: >     amibroker-unsubscribe@xxxxxxxxxxxxcom > <*> Your use of Yahoo! Groups is subject to: >     [BLINK: http://docs.yahoo.com/info/terms/] br>yahoo.com/info/terms/

__._,_.___

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL 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

*********************************

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___