[amibroker] Real equaty after walk forward test

["suraytr" <suraytr@xxxxxxxxx>]

Hi all,

When i run wft and look at the equity curve i saw curve with last optimization parameters.But its not the real curve.


This is what i tested:

Sart IS :1/22/2009    End Is: 1/25/2009
                      Last: 3/12/2009
Anchored

Start OS: 1/22/2009    End OS : 1/28/2009
                       Last :3/15/2009
Anchored

Target is Net % Profit

After each optimization result i check the net profit.What i saw there are some dropdowns which are not show in generated equity.
What is the solution? Is there a Portfolio.afl that will show real equaty?

Mode Begin     End      No.   Net % Profit 
IS 1/22/2009 2/9/2009   1905  11.28 
OOS 1/22/2009 2/12/2009 1     5.52 <---
IS 1/22/2009 2/12/2009  1271  8.90
OOS 1/22/2009 2/15/2009 1     7.43 

As you see above there is a -6% drop (show by (<--)) and i cant see this in equity curve. 






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