Understood. I will try your recommendation.
I have 2 more questions:
1. Based on your experiences, do you recommend running walk-forward optimization AND Monte Carlo validation? Does it necessarily mean it will generate better results/strategies, compared to 20% OOS AND Monte Carlo validation?
2. For M15, how far back of the data horizon should I choose to create strategies? 6 months? 1 year? 3 years?
Thanks!
Tanya