there are a lot of parameters that can be adjusted when doing optimization. I am particularly interested in the Trading Hours parameter.
There are a lot of options, like different exchanges, 24/7, 24/5, etc.
which are the correct ones to use? Obviously different selections gives different results. Basically I am trading the E-minis on a 24/5 basis and not only in the NY session.
Would the 24/5 parameter be the correct one?
Also, What are the difference between the optimization and walk forward optimization?
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