How to use Enhanced Walk-Forward Optimizer
EWFO uses the previously created optimization files (either from Tradestation or Multichart) and performs a walk-forward test with its default configuration:
A number of fitness combinations were tried, and I found NP/-DD X r - 0.5) worked very well.
Its good to experiment with fitness types.
The period where In-sample is the same as out of sample has the same parameters too.
see below. This means the system has found some parameters that consistently match the market conditions.