I can't say much more about it then what's in the doc in the zip in the files section.
--- In amibroker@yahoogroups.com, "brian_z111" <[EMAIL PROTECTED]> wrote: > > BTW Fred, > > Have you considered posting an article on Batman to the UKB - it > doesn't appear to get its fair share of attention at present. > > brian_z > > --- In amibroker@yahoogroups.com, "Fred" <ftonetti@> wrote: > > > > If you are going to use the IS performance metrics how you suggest > > then not only don't you believe they are worthless, you believe > they > > are more worthwhile then I do ... > > > > WF testing is simply multiple OOS's ... If you believe in the > latter > > there's no reason not to believe and utilize the former unless of > > course you believe that once you have a system that has been > > successfully tested OOS that you'll never move at least the end > date > > of your IS forward and optimize again, whether you need to or not. > > > > --- In amibroker@yahoogroups.com, "brian_z111" <brian_z111@> wrote: > > > > > > Yes, that is true. > > > > > > What I am suggesting is that if the OOS holds up then I can use > the > > > combined metrics of the IS and the OOS in say, Money Management > or > > > other downstream analysis (assuming that the system rules remain > > > unchanged from the IS top model to the OOS validation). > > > > > > When you say they 'fail the steps that follow' do you mean WF > > testing > > > (are you an advocate of WF testing?) or do you add something > extra > > > (perhaps I should read your docs?) > > > > > > brian_z > > > > > > > > > --- In amibroker@yahoogroups.com, "Fred" <ftonetti@> wrote: > > > > > > > > Personally I don't see in sample results as totally worthless > nor > > as > > > > particularly worthwhile ... I only see them as an initial > > yardstick > > > > which results in a decision of whether or not additional work > is > > > > warranted i.e. if you can't make it work in sample then there's > > > > probably no point in looking beyond ... If you can it doesn't > > mean > > > it's > > > > tradable. Frankly I toss more systems because they fail in the > > steps > > > > that follow then because I can't make the in sample results > look > > good. > > > > > > > > > >
