Re: [amibroker] Walk Forward Test - How would you...

2009-11-13 Thread Howard B
Hi Dubi -- What is SPSO? Thanks, Howard On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 gonzale...@chello.at wrote: Hi! Is it possible to optimize a system (for e.g. best net performance %) with SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use then this parameters for

Re: [amibroker] Walk Forward Test - How would you...

2009-11-13 Thread Steve Dugas
built-in Standard Particle Swarm Optimizer? - Original Message - From: Howard B To: amibroker@yahoogroups.com Sent: Friday, November 13, 2009 5:32 AM Subject: Re: [amibroker] Walk Forward Test - How would you... Hi Dubi -- What is SPSO? Thanks, Howard On Wed

[amibroker] Walk Forward Test - How would you...

2009-11-11 Thread dubi1974
Hi! Is it possible to optimize a system (for e.g. best net performance %) with SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use then this parameters for the out of sample test for the next period in the Walk Forward Test of Amibroker? I know I could do this in separate