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Re: glennpj post# 1174

Friday, 09/12/2008 8:22:53 AM

Friday, September 12, 2008 8:22:53 AM

Post# of 1453
Hi Glenn,

I still have to finish writing the explanations for rebalancing and walk forward testing as it applies to PI 3.0. As soon as I finish I'll make it available.

In the meantime, you can Google for "walk forward testing" and you'll find lots of information on it. One example is here --> http://www.amibroker.com/guide/h_walkforward.html

The rebalancing engine uses standard rebalancing methods but is a bit more complicated to explain because it operates on 2 levels (long-term and short-term), so I can't point you to anything that fully explains it right now. However I will have a full explanation in the next few weeks.

I've set up a blog here --> http://aptusblog.wordpress.com/ where I plan to post the explanations. I'll also post an update here when the blog entries are ready.
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