Dear TJ:
In my opinion, one of the biggest improvements that you have made with
AmiBroker is to put in the walk forward testing approach. It has
proven itself to me as a tremendous indicattion for the future
profitability of my systems.
However, I must say that this new feature lacks one key component
which the previous simple optimization runs had - the use of the
Report Explorer. I have used the Report Explorer to "store" the
formulas/settings/results of selected runs.
With walk forward testing, I find that I must manually store the
formulas / system settings / results etc. I know that this can easily
be done (I capture the walk forward results to an Excel spreadsheet).
However, this is not as easy to compare results as is the Report
Explorer.
In other words, can the Report Explorer be enhanced to handle walk
forward optimization runs?
