Sorry JCL but here are a very important question without answer:

When everyone uses the "WFOPeriod" without setting the asset before the script, is peeking ahead.
This happens with all scripts I can found, not only mines.
This question is explained in the manual "need to set the asset before", but it opens the door to: are the OOS test a full Out of sample?

I think is not possible to train all the data sample without know the test periods from start to end, almost without timestamps to know if a test period has been crossed the "trained zone".

My script don´t use future bars explicitly, dont´t have the PEEK flag, the only future leak comes from the train.

Thanks.


PD: If the WFO is correct I´m rich before Christmas.