A system that performance both ways is more likely to still be in tune
with the market, i.e. the market behavior traded hasn't changed much.
Most of us are selective in our testing methods, we love to see good
results but often shy away from tests that could raise a warning flag.
herman
--- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote:
>
> "You may want to try optimizing on the last year and backtest out of
> sample on previous years."
>
> Although I'll have to admit that I've done this myself from time to
> time, the logic still escapes me ...
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
