I think Variable value D is more logical?
Yes. It’s more logical. But from Nicholas guideline, he recommended variable C if I am not wrong. Hope to get his view
But isn’t your 5 month OOS arbitary anyway … simply because you chose 3 Repetitons of the WFA?
Should there not be more iterations of the WFA (with, for example 5 WFA Repetitons) in order to determine the most logical period to reoptimise? (I’m not saying I do all this … just what we should do! )
For sure we should always pick best WFA result among different level of repetitions (5 which is the max for my platform), I got 3 repetitions w best perf for above example. This example was simulated based on 30m time frame, WFA 70%/30%, 100k bars so 5 months OOS.
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