I need your experience to clarify a doubt about the optimization .
Assuming that you want to apply the algorithm to the "next week" you
will have to choose the parameters to input,
obviously those parameters will be derived from the result of an optimization
what optimization period do you use?
I thought that an optimization of the last month could be fine to find the
optimal set of parameter for next week,
or maybe it's better to optimize the parameter on the last three months period
for the next 2/3 weeks of trading ?
do you think there could be any difference between FX and indices?
can someone share his/her experience?