A few simple steps ? . Try doing this manually with monthly WF over a ten year period .
As far as invention is concerned . I never claimed to invent any of these things either . I simply made a few of them practical to use under the AB umbrella . but as is typical in this forum no good deed goes unpunished which is why I usually refrain from posting here at all . You can now all go back to esoteric concepts such as circle drawing etc . Have a nice day . _____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Tomasz Janeczko Sent: Sunday, June 29, 2008 8:53 AM To: [email protected] Subject: Re: [amibroker] Re: Now Where Can You Find Customer Service Like TJ Provides? And I was doing sequential optimization-test cycles over moving historical window way before that. Back in 1998 I did not know that the name is "walk-forward". I did not know that this is big thing. It was nothing special. So what? FYI: Despite your beliefs, the walk-forward was not introduced to AB community by Fred. It was also not the Howard's suggestion that was the first. Fred joined the list in November 2002 (bought AB about the same time), while adding Walk-Forward testing has been suggested on this list by Thomas Zmuck http://finance. <http://finance.groups.yahoo.com/group/amibroker/message/17499> groups.yahoo.com/group/amibroker/message/17499 in May 19, 2002. He was the first among AB users who raised this in public. As you can see from the threads that follow, people were conducting several walk-forward tests in AmiBroker manually since then. The idea has been accepted for implementation back in September, 2002. http://finance. <http://finance.groups.yahoo.com/group/amibroker/message/25498> groups.yahoo.com/group/amibroker/message/25498 Same with robustness and other stuff. This came all long ago. Thomas (from Pattern Explorer) was influencing member of AmiBroker community yet I do not his name mentioned even half as often. Even if some idea is good it is not always "top priority". While automation of Pardo's WF process is nice thing, it is hardly critical as the same can be obtained manually with just few simple steps using AB version even from 1998. I am pretty tired with this thread as everyone nowadays everyone claims the ownership of inventions, like this guy who claims MC is the very first software that has portfolio backtesting: http://www.elitetra <http://www.elitetrader.com/vb/showthread.php?s=&postid=1958962&highlight=po rtfolio+backtesting#post1958962> der.com/vb/showthread.php?s=&postid=1958962&highlight=portfolio+backtesting# post1958962 It is stupid claim, but I bet that some people will belive. So now I make a claim: I did NOT invent anything. How refreshing :-) Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Paul Ho <mailto:[EMAIL PROTECTED]> To: [EMAIL PROTECTED] <mailto:[email protected]> ps.com Sent: Sunday, June 29, 2008 12:35 PM Subject: RE: [amibroker] Re: Now Where Can You Find Customer Service Like TJ Provides? I really should have said Fred through his IO, has made WF functionality available in AB way before the official WF functionality was implemented. _____ From: [EMAIL PROTECTED] <mailto:[email protected]> ps.com [mailto:[EMAIL PROTECTED] On Behalf Of Paul Ho Sent: Sunday, 29 June 2008 8:25 PM To: [EMAIL PROTECTED] <mailto:[email protected]> ps.com Subject: RE: [amibroker] Re: Now Where Can You Find Customer Service Like TJ Provides? Fair enough if you put it that way. All I know is that I've been doing walk forward testing way before Howard published his book, not because of any brillance on my part, but because Fred has his IO capable of doing those things. Pardo, Kennedy or Trading receipes didnt make those things a reality for me. Its good that you have taken Howard suggestion to make WF testing available to AB user. We all benefit from that and credit goes to him. I just want to mention for the record that I started having those benefits way before WF was available, because Fred has made it available in IO. _____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Tomasz Janeczko Sent: Sunday, 29 June 2008 7:47 PM To: [email protected] Subject: Re: [amibroker] Re: Now Where Can You Find Customer Service Like TJ Provides? Hello, While we are at giving credits, if you deny giving Howard a credit for influencing AmiBroker for mere fact that he did not "invent" Walk-Forward, for sake of correctness you would probably need to mention original authors of ideas, not only the followers. The Walk-forward testing of systems was pioneered by Robert Pardo in **1991** http://www.pardocap <http://www.pardocapital.com/pbl_pardo_art_wfa.html> ital.com/pbl_pardo_art_wfa.html PSO by James Kennedy and Russel C. Eberhart in 1995 http://en.wikipedia <http://en.wikipedia.org/wiki/Particle_swarm_optimization> .org/wiki/Particle_swarm_optimization And portfolio backtesting first appeared in Trading Recipes in 1994 http://www.tradingr <http://www.tradingrecipes.com/> ecipes.com/ And for your information without Howard you would not see walk-forward in AmiBroker in current shape. Why? Because he was among people who a) asked for it and popularized it in his book b) tested early versions c) provided feedback that helped to make it as user friendly as it is now. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Paul Ho <mailto:[EMAIL PROTECTED]> To: [EMAIL PROTECTED] <mailto:[email protected]> ps.com Sent: Sunday, June 29, 2008 6:24 AM Subject: RE: [amibroker] Re: Now Where Can You Find Customer Service Like TJ Provides? You said, " Howard Bandy's published analytical approaches using AB as a platform have resulted in new AB functionality that TJ has incorporated into the product." . Which functionality is this? If you're thinking about objective function and Walk forward analysis, that was pioneered by Fred ages ago. Otherwise, my mind is blank. Please enlighten. _____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Phsst Sent: Sunday, 29 June 2008 2:10 PM To: [email protected] Subject: [amibroker] Re: Now Where Can You Find Customer Service Like TJ Provides? TJ's business model is certainly unique. NEVER before have I seen a business owner / developer directly involved with each and every customer thru a forum like this. TJ deserves praise for tightly integrating increasingly sophisticated functionality into the AB product. But the AB customer community deserve a great deal of praise for innovative ideas that TJ ultimately adapted to AB. Fred is a free-thinker who introduced us to the concepts of portfolio backtesting and PSO which have since been tightly integrated into AB. William Peters introduced the 'wizard' concept for non-programmer's which has since been improved upon and tightly integrated into AB by TJ. Howard Bandy's published analytical approaches using AB as a platform have resulted in new AB functionality that TJ has incorporated into the product. And there are quite a few other users whose ideas / suggestions TJ has implemented into the AB product. And of course Dimitris was the ultimate 'end-user' in years past who could show us all how to implement new features of AB. None of this takes away from TJ's development skills, but it is important to acknowledge the contributions of the entire AB community in the evolution of AB. _____ 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!
