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Many thanks, you are awesome.

Gents, I have the following WFO result and it looks promising. What parameters should I pick and how often should I re-optimize my parameters?

Gents, Have you guys listened to the latest interview - 060 – Strategy Optimization with Robert Pardo? It is really awesome. BTW, Robert is not a fan of Anchored WFO!

Thanks Metamega!

Yes, I do have out of sample parameters that work well. What else can I do to ensure that I have not curve fitted. This is the reason why I also want to run the parameters again from 2007 to 2009 (another batch of out of sample).

If we are depending on luck then we are gambling. Are Quants gamblers?

Can elaborate this part further? For example ,my P1 range is -30 to 30 and my P2 range is -30 to 30. After optimization, I find that P1 is best at 15 and P2 is best at -3. So in this case, I will need to test [12,18]x[-6,0]

Statistical Trader - I am looking for concepts. Have you come across any optimization books that you can recommend? Let's say that I optimize from the start of 2010 to the end of 2014 and then I perform the out of sample test from 2015 to 2016. Let's assumed that I obtain a handful of parameters...

Gents, thanks for your replies. There are lots of authors that only perform rolling walk forward; however, I am leaning toward to anchored walk forward. Do you guys have a preference of one method over another? Is it possible that you can post a successful WFO result of R or Amibroker? Like many...

What software are you using for your WFO?

Here are my parameters: 1) take profit from $60 to $200 2) Stop loss from $100 to $200 3) LWMA Moving Average 1 period 30, level values from -30 to 30 4) SMMA Moving Average 2 period 30, level values from -30 to 30 5) LWMA Moving Average 3 period 30, level values from -30 to 30 6)SMMA Moving...

Hi there, I am looking for some feedbacks. My trading logics are on the 30M chart and I am optimizing from Jan 1, 2010 to Jan 1, 2016. My out-of-sample data step is 6 months and I am optimizing with 6 parameters. What are my chance of curve fitting with these parameters. Many thanks.