Thank you for the great answers.
So it looks like that a forward testing is the king to distinguish between a profitable system or not.
Maybe a curve fitting system would make money in the short period of that test, but in the end it would be a looser.
Is there really no good systems that use many indicators?
Do you know an example?
Yeah, forward test is definitely a king. Also it doesn't necessarily mean that a system with many indicators can't be a winner. It all depends how you stitched everything together. If you make sure that your system is not overly sensitive to any of the indicators involved, you're on the good path, I guess.
