I have recently got into trying to develop a mechanical system for trading in Amibroker.
I haved coded the system and am optimising parameters but was wondering what the best way to do out of sample testing is.
Curently I am developing my code on data from 2000-2010. Would it be adequate to then just test 2010-2016 results to see if the results are comparable. Or is there a better way to do this?
Thank you and much appreciated