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

["Gonzaga" <gonzagags@xxxxxxxx>]

yes, it's interesting.
But for me it's difficult to summarize many diferent segments of OOS.
So I'd prefer my idea..


--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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
> >
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/