You can chart the OOS and IS equity results to see combined performance. See Plot statements of following article in knowledge base: http://www.amibroker.com/kb/
As for "worst" results. Just create a backtester custom metric which is the opposite of the metric of interest (e.g. multiply by -1). Then set your custom metric as the optimization target of the walk forward in the walk forward settings tab of the AA window. For example make a custom metric calculated as KRatio * -1. http://www.amibroker.com/guide/a_custommetrics.html Mike --- In [email protected], "john_dxd_smith" <[EMAIL PROTECTED]> wrote: > > > 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 >
