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 [email protected], "droskill" <[EMAIL PROTECTED]> 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! >
