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[amibroker] Re: In walk forward analysis, how do you concatenate all the OOS results and obtain overall sharpe?


  • Date: Thu, 11 Mar 2010 04:35:02 -0000
  • From: "whitneybroach" <WhitneyBroach@xxxxxxxxx>
  • Subject: [amibroker] Re: In walk forward analysis, how do you concatenate all the OOS results and obtain overall sharpe?

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Trading Reference Links

Similar concern here.  I want to implement the technique in Colby's _Encyclopedia of Technical Market Indicators_, which requires a concatentation feature.

--- In amibroker@xxxxxxxxxxxxxxx, Michael <comtech.usa@xxx> wrote:
>
> In walk forward analysis, how do you concatenate all the OOS results and
> obtain overall sharpe?
> 
> Thanks a lot!
>




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