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Hi Dubi --
What is SPSO?
Thanks, Howard
On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 <gonzales74@xxxxxxxxx> wrote:
Hi!
Is it possible to optimize a system (for e.g. best net performance %) with SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use then this parameters for the out of sample test for the next period in the Walk Forward Test of Amibroker? I know I could do this in separate steps, but I would like to automize that. Or does someone know an other solution for this?
Many thanks and kind regards,
dubi
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