Hi Ade -- You might add logic code to your afl that identifies the category of market condition, then sets the parameters the way you want them for that condition, and then continues on with the optimization.
Perhaps using the Switch statement. Thanks, Howard On Thu, Aug 19, 2010 at 9:20 AM, adexie <ade...@yahoo.com> wrote: > > > Greetings all, > > I was wondering if anyone knows whether it is possible to do customized > walk forward backtesting with afl code? So I have control over what > parameter from IS to use in OS. For example, each time after a IS > optimization, i would like to modify the parameter from the optimization > based on current market condition and then use that in OS, Instead of > directly use the best parameter in the OS test. > > Any input is greatly appreciated. > > Best, > Ade > > >
