Where do I find Amibroker sample systems?

mizhael · Mar 5, 2010

Quote from Traveler:

The software is definitely worth $250. You could barely buy Microsoft Office or Adobe Photoshop at that price point.

Wait until after I evaluate it thoroughly.

In order to avoid over-optimization, you really need a good walk-forward test, but I suspect it has some problems in calculating the performance statistics...

Hittfeld · Mar 9, 2010

Quote from mizhael:

Wait until after I evaluate it thoroughly.

In order to avoid over-optimization, you really need a good walk-forward test, but I suspect it has some problems in calculating the performance statistics...

Reading this thread it came to my mind, that some well mannered chevy drivers try to really evaluate a Porsche (or Lambo...) under serious autobahn conditions - not to speak of track.

Why don`t you just get some copies of TASC and check and compare the codes there (every month a system or indicator is dicussed and code shown for most software packages like TradeStation, MetaStock, Ninja, Neoticker, WealthLab, Amibroker, Omnitrader and many more).

Hittfeld

Hittfeld · Mar 9, 2010

Quote from mizhael:

But I am using the Trial, so I am not a member.

I guess no access to the site?

If you google for "amibroker afl library" you should be able to get into the library.

Hittfeld

mizhael · Mar 9, 2010

Quote from Hittfeld:

Reading this thread it came to my mind, that some well mannered chevy drivers try to really evaluate a Porsche (or Lambo...) under serious autobahn conditions - not to speak of track.

Why don`t you just get some copies of TASC and check and compare the codes there (every month a system or indicator is dicussed and code shown for most software packages like TradeStation, MetaStock, Ninja, Neoticker, WealthLab, Amibroker, Omnitrader and many more).

Hittfeld [/QUOTE

Okay, I admit I am a newbie. But I have a good attitude in learning.

Could you please educate me about how to do the following with Amibroker's Walk Forward Analysis?

In walk forward analysis, how do you concatenate all the OOS results and obtain overall sharpe?

Thanks a lot!