Some of these capabilities exist already in IO . Additional ones will be available on the next version.
_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of progster01 Sent: Sunday, June 29, 2008 8:49 AM To: [email protected] Subject: [amibroker] How About Walk-Forward Plug-Ins? As a companion to optimization plug-ins, I think it would be lovely if a plug-in interface to AB's walk-forward evaluation could someday be made available. One key point of expansion (IMO) would be not having IS and OOS periods limited to same-sized time slices, but instead allow the periods to be defined in different ways (either statically or dynamically). Consider that the primary goal of WFO is to generate a desirable set of parameters to come into force today (or tomorrow), these parameters intended for operational use for some period into the future. So, our primary choices as dynamic traders are: a) Should I today stop using the parameters I've been using and generate new ones? b) If so, how much past data do I want to use at this time as source data for the generation of my next parameter set? Both a) the circumstances under which we wish to choose today as a day for doing a parameter regeneration, and b) the period over which we wish to analyze data for today's parameter regeneration, are arguably (maybe even obviously!) best determined by considerations/calculations other than arbitrary equal calendar time slices. We would want to have access to normal market TA information to make such decisions, but also we would want to have access to full performance stats (trade lists, etc.) of the system most recently running (and possibly some set of alternatives as well). TJ could speak to whether AFL or Plug-Ins would be the best approach to this, or whether capabilities at both levels might be appropriate. With so much already planned by TJ for AB's future, I can't suggest this as anything other than a long term "to be considered" idea. But I do think it would be worth the consideration. _____ I am using the free version of SPAMfighter for private users. It has removed 492 spam emails to date. Paying users do not have this message in their emails. Try SPAMfighter <http://www.spamfighter.com/len> for free now!
