Good morning Everybody,
I believe they added Walk Forward Optimization (Finally) as an option instead of the traditional Optimizer. Currently playing around with that. As it’s better to have Walk Forward Optimization in order to use the most current market conditions vs the history as a whole. Kevin Davey wrote an amazing algo trading book (Building Winning Algorithmic Trading Systems) going over the differences in Anchored optimization (EA Studios old optimizer with OOS) and Un-Anchored where the time period and OOS slide with the changing market conditions and current data. He doesn’t cover data mining (what we do here) but I’ve learned how to adapt his book to EA Studio, working on FSB along with Petko’s trainings.