Hi,
I am running a walk forward test and my system has one optimization parameter. How do I see which optimized value is being used by each step?
I have looked in the report for each walk-forward step and also in the Out Of Sample Summary report. I have googled for help and also searched through Amibroker community forum but have not found an answer. Thanks in advance.
Tim.
If you want to see the "best" parameter values for each in-sample period, view the "Walk Forward" tab.
If you want to see all the parameters evaluated during the in-sample period, view the "Results list" tab.
On either tab, slide the horizontal scrollbar to the right. The optimized parameters will be the right-most columns in the display.
Thanks Steve,
much appreciated....
regards, Tim.