See IO in the Amibroker-TS files section ... This will allow you to use Amibroker's exhaustive search optimization or its own intelligent optimization. In addition it will allow you to set up directive to do automated walk forward out of sample testing.
--- In [email protected], "Ed Cottrell" <[EMAIL PROTECTED]> wrote: > > Everybody agrees that a highly optimized system runs the risk of > curve-fitting, so one should optimize on only part of one's data, then > backtest the optimized system on the rest to see how it holds up. > > Is a feature to do this in the works, or does anybody have scripts that will > help me automate this? The last thing I want to do, after I have optimized a > system with a few thousand parameter combinations, is backtest more than a > couple of those. The kind of thing I have in mind is a script that would > optimize a system across, say, the earliest 50% or 2/3 of the data in some > date range, then backtest each combination across the latter part. If there > is already such a script, so I don't have to code it, myself, that would be > great. > > Thanks, > Ed > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
