Walk Forward Optimization Short Test Period Caveats?

[Mr_You]

Any forum threads or search keywords that I might use regarding this subject would be helpful...

I am curious if there are potential caveats when a short test period is used for Walk Forward Optimization?

I understand there could be some issues with forex instruments, but I am primarily developing against futures at the moment using the session template "use instrument settings".

Performance results using an optimization period of 14 days and a test period of 2 days are looking very good. Are there any concerns or caveats that I should be aware of prior to testing with Market Replay or using a live data feed?

Thanks!

[NinjaTrader_Joydeep]

Hello Mr_You,
We do not have any specific caveats except for our general disclaimer. Please refer to our help guide to know more about it.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?discrepancies_real_time_vs_bac.htm

I will however leave the thread open for our forum members who can share their experience.