[amibroker] calculation of the t-stat of expectancy for the OOS periods of WF Simulation

Hi All, I'm looking for input on the calculation of the t-statistic of expectancy for the OOS periods of the walkforward simulation for the purposes of validation and control as put forward by Dr. Howard Bandy in his ATAA presention of October 2009. Many thanks to Howard for making available

Re: [amibroker] calculation of the t-stat of expectancy for the OOS periods of WF Simulation

Hi Ray -- The t-test is used to test whether two samples come from the same distribution. The example you may be referring to asks whether the expectancy of the out-of-sample results could have come from a random or unprofitable system. The null hypothesis (the one we want to say is very