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fxtrader wrote:
> Hello List,
>
> It's been a couple years since this topic was discussed. Does anyone
> have a recommendation for walk forward testing software that's
> compatible with TS2000i. Any comments or other thoughts regarding
> experience with this would be greatly appreciated. I've never used
> anything but canned TS stuff so don't hold back.
2 weeks ago i had an e-mail conversation with the developers from
www.tsresearchgroup.com
He mentioned "Optimization using WFO (Walk forward optmization) is
in testing stage and will be available very soon."
I have no idea how far they are at the moment but i looked at their
website and at this moment it does not say anything about it yet.
As far as i know their products (they also have a genetic optimizer
for TS and portfolio analyzer and some other stuf) this will be a simple
addon wich you can use with your current scripts. No programming
needed.
Don't think it can hurt to send them an e-mail to ask them some
more details. (and if you do... don't hesitate to tell us your findings
because actualy i am also curious :-)
I can also tell you that many people from the wealthlab comunity
at www.wealth-lab.com have programmed scripts wich do walk forward
stuf. Ofcourse, as far as i understand that, you will need to write it
within the script. The optimization module does not have any walk
forward capabilities so you have to do it within the code. But it is
a possibility.
greetings
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