Walk Forward - parameter values used

I really like AB's Walk Forward features but there are two things I wish were different ...

  1. There is nothing in the Report Explorer afterwards that provide the values of the parameters that were optimized. I'd like to know that for each time period.

  2. The parm values are in the Result tab and it is possible to copy and paste that into Excel and save it that way, but you have to remember to do that and be careful not to accidentally close AB as all that information is lost when it reopens.

Brooks

Walk forward is just sequential optimization. For speed reasons (report generation is VERY time consuming and would produce LOTS of files) by default optimization does not generate reports but you can turn on report generation during optimize (again this is slow) using SetOption function http://www.amibroker.com/f?setoption

And no, you don't need to remember anything. You can automatically export walk-forward results (including params) to file using Batch functionality
http://www.amibroker.com/guide/h_batch.html

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1 Like

Here's something funny. I couldn't figure out why the column headings didn't line up... it's because I used commas in some of my custom metric names, not realizing it would affect the export! Obviously that's an easy fix. :sunglasses: