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No. My feature request for exactly that functionality was rejected.
You'll have to vary the IS window and OOS window by hand. Just run a walk forward using 1 year IS, then 2 year IS, etc. Same for OOS periods. Use coarse grained increments so as not to curve fit the periods. The values above are just examples.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "spacebass5000" <spacebass5000@xxx> wrote:
>
> I was wondering if there was a way to optimize the In-Sample and Step time periods within AB. If not, can someone point me in the direction of a good resource on this topic?
>
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