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When you back test you should not test with the same data sample you
used to develop the indicator. Use out of sample data, data you have
not used before and change the periods over which you test.
If you have already done that then manually trade it in a paper trading
account for a month or so. If you optimize it further you will just be
curve fitting it. The market will vary enough from your back test that
you should not expect the same results, maybe not even close.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Ok - so I have a system that has 3 parameters for optimization. When
> I optimized it using backtesting, I get 3 parameters:
>
> 20,3,4
>
> Now, I walk-forward optimize it, and I get:
>
> OOS: 20,4,4
> IS: 20,4,4
> OOS: 25,3,6
>
> So my question is this - they all give decent numbers for returns, etc
> - so how would you approach figuring out which set to use?
>
> Thanks!
>
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