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

["Steve Dugas" <sjdugas@xxxxxxxxxxx>]

built-in Standard Particle Swarm Optimizer?

 

----- Original Message -----

From: Howard B

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, November 13, 2009 5:32 AM

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

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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