thanks Howard for your suggestion. I guess the difficult part for me is how to code it up. I found this online, http://www.amibroker.com/kb/2008/05/19/historical-portfolio-backtest-metrics/ but it's not very comprehensive on custom backtest. Do you know of any other documentation on this topic?
Thanks very much. And btw, big fan of your trading system book! Ade --- In amibroker@yahoogroups.com, Howard B <howardba...@...> wrote: > > 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...@...> 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 > > > > > > >
