Please can you elaborate a bit on what you mean by the old way? I think I know what you mean so it need not be a long explanation.
Good question and bullets overall … I’ve often pondered over the same and never come to a conclusion.
For example I have a period of 10 years available for my optimisation. So I optimise only 7 years in sample for all my parameters. Ratio70/30.
If the equity curve, Risk reward, Drawdown etc looks good then I check whether the following 3 years are similiar to the previous optimised 7 years.
Jebsus89 gave a good explaination here: https://www.prorealcode.com/topic/how-i-create-strategies-and-optimize/
