Hi, After you run a walk forward optimization, create a new chart and add a plot for in sample/out of sample equity.
http://www.amibroker.com/kb/2008/02/12/getting-started-with-automatic- walk-forward-optimization/ Mike --- In [email protected], "gonzagags" <[EMAIL PROTECTED]> wrote: > > Hello > I use very much the walk forward optimization, and I think that only > out-of-sample data are useful data to know how your system behaves. > So, I want to add to my system's code, both the two variables I > optimize, changing their value as the date change. > e.g, from 1-1-1999 to 3-31-1999, stoploss must be 5% and stopprofit, > 3%. And, from 4-1-1999 to 6-30-1999, the values must change, 4.5% and > 2%, for example.. and so on.. > I suppose using the switch command and some kind of variables I could > change my stoploss and stopprofit parameters when the date change, but > I haven't seen any similar example.. > Any idea? > Thanks >
