I've tried many indicators and developed a lot of strategies and tried to optimize them. I have mixed success trading those strategies. I'm interested is swing trading strategies on daily charts only.
This is the challenge I've been facing: how to optimize strategy to avoid curve fitting and trust the result?
Let's say I selected a security, select a period, say 1 year, choose parameters ranges, select an optimizer (Genetic or Default) and proceed with optimization of a strategy. Now Let's say I optimized the strategy by max net profit and I received satisfactory results. Now when I use optimized parameters to back test on another period the result is very unsatisfactory. I realize that even if I optimize the security on the whole its period of life (many years) how can I trust optimized parameters going forward? What are the method are you using for proper strategy optimization and how are you able to trust optimized parameters?