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[amibroker] Re: Walk Forward Test - How would you...



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I suppose: Standard Particle Swarm Optimization

Bisto

--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> Hi Dubi --
> 
> What is SPSO?
> 
> Thanks,
> Howard
> 
> On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 <gonzales74@xxx> 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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