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PureBytes Links
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Hi,
After you run a walk forward optimization, create a new chart and add
a plot for in sample/out of sample equity.
http://www.amibroker.com/kb/2008/02/12/getting-started-with-automatic-
walk-forward-optimization/
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "gonzagags" <gonzagags@xxx> wrote:
>
> Hello
> I use very much the walk forward optimization, and I think that only
> out-of-sample data are useful data to know how your system behaves.
> So, I want to add to my system's code, both the two variables I
> optimize, changing their value as the date change.
> e.g, from 1-1-1999 to 3-31-1999, stoploss must be 5% and stopprofit,
> 3%. And, from 4-1-1999 to 6-30-1999, the values must change, 4.5% and
> 2%, for example.. and so on..
> I suppose using the switch command and some kind of variables I could
> change my stoploss and stopprofit parameters when the date change,
but
> I haven't seen any similar example..
> Any idea?
> Thanks
>
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