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I've wanted a way to do Rolling Backtests for a while, and recently got some inspiration when reading the documentation about the Amibroker Object Model:


[URL unfurl="true"]https://www.amibroker.com/guide/objects.html[/URL]


Excerpt:




Tomasz has an interesting definition of human-readable and self-explanatory.  But lo and behold, I worked it out after a lot of hacking  ?


I've attached a Powershell script to accomplish a rolling backtest across start and end years with a give step size.  Sort of analogous to walk forward but without the optimization.


I've put a lot of documentation in the script header, but ping me if you have any questions.


Hope this helps...


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