I’ll take a second look at your post tomorrow as there is a lot to digest in what you are trying to do.
A couple of initial points though.
One is that when Petko suggests checking with 200k bars if have generated using 100k bars this allows a check of OOS BEFORE the insample data as opposed to after the OOS which is done by setting OOS % in generator.
I agree also to stick with Monte Carlo only for robustness in the Reactor. You could increase it’s effectiveness further by increasing the number of tests, or afterwards running it through the validator a second time perhaps but for me it’s the best robustness tool.
I also never really using the optimiser but in this case I can see how it probably is useful for what you are doing. As you have so few indicators and no exit indicator along with not allowing optimization of stop loss and take profit I think it’s okay and has a much lower risk of over optimization than normal but generally I would avoid.
In this specific case I would personally either use only the optimiser in the reactor as you have the setting OR use the normalizer one the reactor as Petko suggests and then for each strategy optimiser only the time entry indicator with reasonable size steps (The more time consuming option but the better of the two in my opinion).
So ideally in a nutshell: Reactor with normalizer and Monte Carlo and then optimize only the time setting on an individual basis with hourly or two hourly steps for example.
Also check out the time setting in tools for either control of when your strategy trades.
Hope that helps