built-in Standard Particle Swarm Optimizer? ----- Original Message ----- From: Howard B To: [email protected] Sent: Friday, November 13, 2009 5:32 AM Subject: Re: [amibroker] Walk Forward Test - How would you...
Hi Dubi -- What is SPSO? Thanks, Howard On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 <[email protected]> wrote: Hi! Is it possible to optimize a system (for e.g. best net performance %) with SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use then this parameters for the out of sample test for the next period in the Walk Forward Test of Amibroker? I know I could do this in separate steps, but I would like to automize that. Or does someone know an other solution for this? Many thanks and kind regards, dubi
