Am finding it challenging to build a successful automated trading system in some instances. Especially if the back test results are very compelling. I typically build systems to get as much [INSIDE THE BARS] as possible. I attempt to accomplish this by designing automated systems in such a way that it can deliver positive backtests using where short periodicity, such as Renko 3 brick sizes, 1 minute, 241 ticks, or 1 Range bar. My reasoning is that if the system can work inside such a short periodicity it may increase the likelihood of the system working in longer periodicity ie. 12 to 24 brick sizes, 15-60 minutes, 4500 ticks, of ranges of 5 or larger. In contrast, when running the system on replay or live, the same conditions that the back test reports where undesirable or led to poor results, the replay appears to find desirable or profitable for the short duration I test. I would like to get a better understanding of the value a back test contributes to ultimate live results and the use or benefit of "walk forward" optimization. Thank you in advance for your feedback and insight. Have Backtests proven useful in the making of your automated trading systems?