I am finding it challenging to build a successful automated trading system. The back test results are very compelling as I have built a system to get as much [INSIDE THE BARS] as possible buy designing the system in such a way that it can deliver positive backtests using Renko 3 brick sizes. However when running the system on replay, the same conditions that the back test reports poor results, the replay appears to be working. I would like to get a better understanding of back test results and the use and benefit of "walk forward". Thank you in advance for your feedback and insight. Have Backtests proven useful in the making of automated trading systems. FYI: I am using NinjaTrader Wizard Feature and have not unlocked code because I have not learned how to write code.