So we all know markets cycle. Identifying what cycle (RTM or Trending) we are in and using appropriate trading strategies is one part of the puzzle. The other piece to the trading puzzle is if you can you improve real time results by incorporating periodic walk forward optimization in your trading algorithm that tries to adjust parameters based on these identifiable market cycles. In its simplest terms I want my trading strategies to automatically re-optimize my parameters periodically based on real time data. Does anyone know of any books or studies done on this topic? This is something I have never heard discussed.