Several years ago I bought $695 TradeStation add-on to do WFO. As far as I know that was the only retail software capable of WFO at that time. I played around a while and found, in many cases, worst in-sample parameters performed better out-of-sample than best in-sample ones. I haven't used the software since because it's so cumbersome to set it up to do WFO.
Now that AmiBroker can do WFO seamlessly, I'm trying to replicate what I did years ago. 1) Is OOS combined performance report available anywhere ? 2) How can I produce OOS results from "worst" in-sample parameters ? best regards, DXD
