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[amibroker] Re: Out of sample performance report is missing in Walk Forward Optimisation



PureBytes Links

Trading Reference Links

See if SetOption("GenerateReport", 1 ) gives you what you want. Read the user manual first though. This may generate many more reports than you were expecting!

http://www.amibroker.com/guide/afl/afl_view.php?id=201

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "jacklweinberg" <jacklweinberg@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "zozuzoza" <zozuka@> wrote:
> >
> > Hi,
> > 
> > It is possible to check the out of sample (OOS) equity by selecting the ~~~OSEQUITY ticker but I could not find the way of displaying the OOS performance report similar to backtest reports in report explorer. Did I miss something or this feature is not implemented in Amibroker?
> > 
> > Thank you.
> > 
> > Best regards,
> > Zozu
> >
> 
> I have previously requested that the Walk Forward Analysis in Amibroker spit out a detailed trade list. 
> At the present time, it just isn't available.
> 
> Where does this stand on TJ's list of enhancements ???
>




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