Hello, It is possible to generate reports during WalkForward now, but please be warned that it will mean large number of reports (for each and every backtest run under in-sample and out of sample).
http://www.amibroker.com/guide/afl/afl_view.php?setoption By adding: SetOption("GenerateReport", 1 ); you will cause full report generation for each optimization step by adding SetOption("GenerateReport", 2 ); only one-line report will be generated (in results.rlst file) viewable as single line in Report Explorer Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "jacklweinberg" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, July 07, 2008 11:04 PM Subject: [amibroker] Walk Forward Testing > 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? > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > >
