Hi Tim --
Regarding:OK - but what about the result list tab as I mentioned:
In the analysis window > result list (highlighted in the image below), what does the net % profit and the two highlighted optimisation parameters (Wilders and CPMA) refer to - considering this was a walk forward and the in sample optimisations change for each period segment?
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From what we can see, the screen capture is of a single optimization run over a single issue over the period 1/2010 through 1/2016. The columns with headings Wilders and CPMA were created by the specific afl program that was used for the optimization. The values, including the net profit value, correspond to the parameter values for the specific system corresponding to those values (which we cannot see -- they are off screen somewhere).
To get more help, post the afl code.
As a general comment. A system is a combination of a model and some data. The model includes logic, rules, and parameters. Each combination of a data series and all the parameters comprise one of the many alternative models created and tested during an optimization (or walk forward) run. Each line in the result list is one of those alternatives.
Best,
Howard
On Wed, Feb 17, 2016 at 2:53 AM, tim_testpat@yahoo.co.uk [amibroker] <amibroker@yahoogroups.com> wrote:
OK - but what about the result list tab as I mentioned:
In the analysis window > result list (highlighted in the image below), what does the net % profit and the two highlighted optimisation parameters (Wilders and CPMA) refer to - considering this was a walk forward and the in sample optimisations change for each period segment?
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Posted by: Howard B <howardbandy@gmail.com>
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