Thanks for all the answers 🙂

So if I want to test how robust a code is, I can do the following.

First, I optimize my algo in a regular back test 70% of the time.

Then I run a WF test with 5 periods and select “active and” Achored.

Also selects 70% in-sample.

If it turns out that the 5 periods have fairly similar results and that all periods have a result above 50%, I have a robust system.

Does this sound ok to you or you have to do the whole optimization in WF.

Should now pour a large cup of coffee and read through the links Nicolas attached:)