If your profit goes down when you set DataHorizon, then you have indeed been peeking into the future. But if your script does not trade at all, then debug it and find the reason, for instance a wrong trade logic or a mistake on cycle setup.
StartDate = 20000101;
BarPeriod = 1440; // 1 day
LookBack = 100;
WFOPeriod = 252; // 1 year
DataSplit = 90;
DataHorizon = 25; // the 10% of WFO, also the test period
Itīs correct? The rest of the script donīt matters, mine or yours.
