I can not recommend this, for several reasons. For instance it adds a level of overfitting to the simulation and reduces the quality of trained parameters. So your strategy will probably become less profitable.
I dont understand your objection to this. If i want to simulate a trade in for example the year 2005, i want to use the pip-value from 2005 for the pnl-calculation. Using the the pip-value from 2013 would make no sense - i want to know what the result would have been - not the result with the pip-value of 2013. And it would be forward-peeking, the pip-value of 2013 is not knowen in 2005. Its not fitting anything, it just simulates what would have happened in 2005.
