Equity Curve Timing

Thanks Brian and Carl,

Do either of you use Amibroker walk forward optimizer as a timing function (say optimize moving average length) that uses in-sample, and out of sample data? Thought this might be useful with equity curve timing analysis. I imagine that you can optimize for return, DD, etc?

Stu

No I haven’t used the walk forward feature. From what I have read on WF, Amibroker has the right algorithms implemented.