I hold back the previous week of data and then run the strats forward on that week using the validator. This is basically doing a one week OOS. I prefer to use the validator to do this as it gives me more filtering options and allows me to load large amounts of strats. It allows me to set slightly different run times or whatever other filters I choose for testing purposes…
Yes After much testing I have decided to focus on the 4 hour London / US overlap. This is the most active session of the day. Also I have noticed that when a new market session opens it can sometimes reverse the current market, so I try to line up as many things as I can in my favour….
I also only want to trade a pair that has both of their respective banks open during that session which is why I am focussing on the GBPUSD for now….
I create my strats on the 4 hour overlap only. I have done comparisons of creating them over a 24 hour period and the overlap and the overlap shows more promising results….. So for me I set the sessions to 1515 – 1845.