yes, it's interesting. But for me it's difficult to summarize many diferent segments of OOS. So I'd prefer my idea..
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > You can examine the report for each *segment* of the OOS by reading the > WalkForward output. > > If the one line report of the output is not enough for you, you can use > SetOption to generate full blown reports for each step (warning, will > generate LOTS of reports). > > Have a look at SetOption("GenerateReport", 1). > > Mike > > --- In [email protected], "Gonzaga" <gonzagags@> wrote: > > > > --- In [email protected], "Gonzaga" <gonzagags@> wrote: > > > > > > Hi > > > I do a walk forward back-test, and obtain an OOS equity. I export the OOS > > > equity ticker to Excel, so I can make my own calculations, but.. > > > Is there any way to obtain the statistic report applied to the OOS equity? > > > > > I think I read once that I could obtain a performance report from the OOS > > study, but I think I am wrong > > It's a pity because without the report, the OOS study is nearly useless > > >
