DislikedA few things: It does not work on the daily timeframe (the system trains each example using hourly returns), this system requires use of the hourly timeframe and all the specified degrees of freedom. You can test this yourself.Ignored
DislikedYou cannot simply "fix and eliminate" parameters after a mining exercise. Finding a system through a complicated mining technique and then reducing parameters to find the same system on a smaller space is fooling yourself. When you reduce the mining space around an already known profitable system you are creating additional mining bias. When you do data-mining bias you need to use the same technique that originally produced the system you are evaluating, the process on random data needs to have the exact same freedom. There is no way around doing...Ignored
Of course this would be different when you had just found some strange values for your parameters A and D, with no real explanation for them.
For measuring data mining bias: Do you have a plot of the performance distribution of the systems that have been checked by the genetic selection process? And a similar plot, but with shuffled and detrended price data?