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!
