Hi
I do a walk forward back-test, and obtain an OOS equity. I export the OOS
equity ticker to Excel, so I can make my own calculations, but..
Is there any way to obtain the statistic report applied to the OOS equity?
Greetings all --
Thanks to all who are making the R package accessible from within
AmiBroker. I plan on using it, and I'm sure others will as well.
This posting is a word of caution about the use of statistics in
trading system development.
I see two major areas of application:
1. Monitoring t
Hi
I'm interested to know how I calculate statistics in AB.
If I want to know how many days a particular stock is up as opposed to
down or which of the days show the biggest rises, how do I do this? Do
I do it in exploration or in the guru commentary?
For example, I know you can use the "Cum" f