Is there anyone with experience (and a robust trading system) that can tell me if the following example of a backtest - optimize- walk forward would be acceptable to use. This would be for a daily close trading strategy. Optimize system using prices (01/1998 - 12/2000). Backtest using optimized variables (01/2001 - present). In order to keep a system's parameters current for actual trading, is it best to optimize for the last 6 months of data and once every month?