Hi, I have took the ws 5_2 and added some lines divided in 4 groups

====
// Lines Added for wfo
NumCores = -2;
Hedge = 5;
DataSplit = 90;
WFOPeriod = (6*5*19)*DataSplit/(100-DataSplit); // (numBarPerDay*numTradingDayPerAWeek*numWeek)

// 2nd group of lines
NumOptCycles = 2;

// 3rd
NumSampleCycles = 4;

// 4th group of libes
if(Train) {
Detrend = TRADES; // detrend on trade level
} else {
Detrend = 0;
}

nothing else have been changed And I run 4 test adding a group of line each time.
I was expecting worse results than the ones listed in the turial. Testing OOS is totally another story, but the results was totally unespected and while I was adding sophistication to the training methods the results was going worst.

I have attacched the results of the different traings/tests. Any Idea? wrong approach. Wrong coding, or just a strategy that is not profitable?
One more thing How will you try to improve it?

Thank yuo

Attached Files
Desktop 2.zip (223 downloads)