Hi all,
When i run wft and look at the equity curve i saw curve with last optimization
parameters.But its not the real curve.
This is what i tested:
Sart IS :1/22/2009 End Is: 1/25/2009
Last: 3/12/2009
Anchored
Start OS: 1/22/2009 End OS : 1/28/2009
Last :3/15/2009
Anchored
Target is Net % Profit
After each optimization result i check the net profit.What i saw there are some
dropdowns which are not show in generated equity.
What is the solution? Is there a Portfolio.afl that will show real equaty?
Mode Begin End No. Net % Profit
IS 1/22/2009 2/9/2009 1905 11.28
OOS 1/22/2009 2/12/2009 1 5.52 <---
IS 1/22/2009 2/12/2009 1271 8.90
OOS 1/22/2009 2/15/2009 1 7.43
As you see above there is a -6% drop (show by (<--)) and i cant see this in
equity curve.
