The walk.forward function creates an audit environment, written
out as a results file, which contains the out of sample results of the (chosen)
parameter set. It also writes out in-sample audit environment files for each
training period.
chart.forward.training(audit.filename)name of .audit environment file as produced by walk.forward(). Filename will match pattern [audit.prefix].[symbol].[start timestamp].[end timestamp].RData.
This function reads one of those training files and will construct a performance chart of the in-sample performance of all the parameter sets during the training period, including the in-sample performance of the chosen parameter set.
Note that parameter audit filename may also be an audit environment
which is already loaded in R, for ease of development and debugging. Little
checking is done to ensure the correct structure of this environment, so passing
an unsuitable environment (such as the .blotter environment) will result in
errors.