Does this Make Sense : A linear equity curve implies that in &out of sample testing will hold up very well...

[mark.keenan@xxxxxxxxxxxxxx]

If for example I optimise a set of parameters over 2000 days of trading and
get a near a near linear equity curve -  then the same parameters that work
over the first 1000 days should work equally well over the next 1000 days
as well.

Therefore is it true to say that  most important thing to look for in
optimizing in sample  data would be a linear equity curve rather than net
profit or profit factors and then apply these  optimized parameters to the
out of sample data.

In addition - do you think a system should be optimized with money
management orders in place, or should they be added after the most optimum
inputs are identified???

Regards

Mark (P.S sorry about the disclaimer)
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