i'm developing my own Version of Z1 base on the black book and Ehlers. Got 4 diferent strategies on 16 assets. I train them with 10 periods WFO in 9 years and NumSampleCycles = 3, like the results and similar sample performance, but do not like the shape of the profit curve, excelent the first 3 years and almost flat the last 3 years.
I do not think it is because the markets (forex in this case) were more trending the first 3 years and now the market is predominantly in cycle mode...
Any idea what to look for or how to change the script to get a more steady ramp curve ?
