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[amibroker] Re: Statistics from an out-of-sample equity?



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You can examine the report for each *segment* of the OOS by reading the WalkForward output.

If the one line report of the output is not enough for you, you can use SetOption to generate full blown reports for each step (warning, will generate LOTS of reports).

Have a look at SetOption("GenerateReport", 1).

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Gonzaga" <gonzagags@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Gonzaga" <gonzagags@> wrote:
> >
> > Hi
> > I do a walk forward back-test, and obtain an OOS equity. I export the OOS equity ticker to Excel, so I can make my own calculations, but..
> > Is there any way to obtain the statistic report applied to the OOS equity?
> >
> I think I read once that I could obtain a performance report from the OOS study, but I think I  am wrong
> It's a pity because without the report, the OOS study is nearly useless
>




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