a separate 1x run to get the numbers?
The separate run being the 100K bars WF at 70/30 … Yes?
Thing is though if we use those values to do a Forwad Test (Live trading on Real or Demo) then we would be using values from the 70% IS period. What about the intelligence to be gained from the 30% OOS Period?
IMHO it would be better to do a full optimisation over the full 100K bars (Not using WF) and use the values thus obtained.
Or – after establishing robustness using a 5 period WF – then do a normal optimisation (not using WF) over the most recent 30k bars or 50k bars?
