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Re: [amibroker] Re: How to show performance breakdown by year?



PureBytes Links

Trading Reference Links

TJ's code on http://www.amibroker.com/kb/2007/10/11/low-level-gfx-example-
yearlymonthly-profit-chart/ is also very useful for the evaluation of your walk 
forward results. Just replace

eq = Foreign("~~~EQUITY", "C" );

with

eq = Foreign("~~~OSEQUITY", "C" );

Greetings,

Thomas

On Sunday 22 March 2009 10:42:22 Paul Ho wrote:

> --- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@xxx> wrote:
> > If I backtest a system over the past 10 years, is there a way to show the
> > profit distribution breakdown each year? It would be really helpful in
> > general to see if a strategy makes money consistently every year, and to
> > identify what kind of market condition is suitable for a particular kind
> > of strategy.
>
> the simplest way is to use walk forward optimization to do this for you.
> just insert a dummy optimzation statement in your code, then go to setting
> and select yearly steps, uncheck out of sample data. Then run the walk
> forward optimization. You will get an break down table without writing a
> single line of code.
>
>
>
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------------------------------------

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