Hi

I noticed that normally my strategies do not pass the WRC eventhough they pass the ROOS test. I tried to be optimistic and think that it is so because the parameters are optimized in a range around which the strategy supposed to be profitable, like Stop = optimize(4,2,8,1)*ATR. So I get at the end a too high median on the bootstrap test so then the strategy does not pass the test.
I then increased the optimized paramteres taking a range of nosense values like Stop = optimize(4,0.1,8,0.1)*ATR which reduced the median sample and made that the script passed the bootstrap test.

So the quesiton is if this is cheating. The point is that I did not saved all the scripts I did during the strategy developing on the dbl file, I just saved it when I thought that the strategy is ready to get a serious WFO backtest. So my point is that increasing then range of the optimized paramteres including on it a nosense values, is actually a way to included the 10 nosense scripts created before the last one was actually completed.

In a simple way it is like: if you did 10 no sense scripts before the final one during the strategy development, then increase the optimize parameters on a nosense values in a 10% range to include as a factor that developing process into the WRC, so that the result of it is more realistic.

Ofc it is better to save all those files and include then into the WRC but in case it is not possible, would not increase the optimized parameters range a way to include all those early scripts?