I have one question about optimizations … if I optimize a system that runs well to very well over 200,000 bars, over 200,000 bars, I get a passable performance. I always optimize with WF70 / 30. But how would I adapt / optimize it more to the present day? At the moment it is often the case that my insample curve is steeper than my outsample curve. How do I get it the other way around? The insample runs passably, but outsample better? Simply optimize the WF70 / 30 over 50000bars, i.e. shorten the optimization time, works quite well. But is the result still robust? A good example is SP500 or Nasdaq, which 8 years ago were significantly lower than today’s. How do you optimize systems with WF that outofsample delivers better results? So more into the present day? Can someone answer that?
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