[amibroker] How to test when the Walf-Forward Engine Processes OOS vs IS data

["ozzyapeman" <zoopfree@xxxxxxxxxxx>]

Hello, I am trying to branch my code whenever the Walk-Forward engine
is processing OOS data. Hoping someone can give me a tip on this.

Normally, when one does a Walk-Forward test, the trading system being
tested should be identical for both in-sample (IS) and out-of-sample
(OOS) data. But there are some rare instances when one might want to
use a slightly modified version of the main trading system for the OOS
data. Without going into details on my trading system, assume for the
moment that the reason for doing such a thing is valid. On that basis,
what I essentially want to achieve in my AFL is something like:

if ( Walk-Forward engine is processing IS data)

{   Use Trading System A  }

if ( Walk-Forward engine is processing OOS data)

{   Use Trading System B  }


However, using traces with ActionEx status, indicates that the engine
state for both of the above cases is always   "actionExOptimizeBacktest".

As such, there is no way (that I can think of) to effectuate the above
branching code.

Is there a way around this? Some alternate way of testing when OOS
data is being processed vs IS data? Or is the only practical solution
to build a custom version of the Walk-Forward process using OLE with
the AA objects?

Thank you for any input.


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