Ok thank you for you answer thats clear.
I’m a big fan of automation so tell if I’m wrong but :
If I want to do it via Express Generator, I understand that I can create strategies for 01/01/2020 through 10/01/2023, save the collection then re-use this collection using the command –input …. ^ to load it and test it on the new periode representing the OOS, that’s it ?
I see just one problem : On EA studio I use the Monte Carlo Validation which normally is including the OOS, so it is done on the whole periode. So now with this method I will use Monte Carlo to validate the created strategies (In Sample), then use it again for the OOS simulation. Using Monte Carlo twice is equivalent to use a Monte Carlo Validation once on the whole periode ? (In Sample + Out of Sample)
Thank you,
Regards,
Wassim