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[amibroker] Re: Walk Forward IS/OOS Period Optimization?


  • Date: Tue, 23 Feb 2010 04:39:47 -0000
  • From: "spacebass5000" <spacebass5000@xxxxxxxxx>
  • Subject: [amibroker] Re: Walk Forward IS/OOS Period Optimization?

PureBytes Links

Trading Reference Links

Awesome, lots to ponder. Thanks a lot for the input everyone!

I'm actually writing a paper that looks at various Quant Trading models and need to hash out my OOS/IS periods. You all have been a big help.

--- 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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