> The only way to prove your algorithm's robustness is to generate random data and test it on that.
I would never to that. This algorithm appears to have worked well on EURUSD daily timeframe candlesticks data. It would be ridiculous to assume that it can work well on a random set of data, like global average temperatures daily or rate of births worldwide. Or even prices of oil or other currency pair.
Hmmm, so I took this source code, compiled and it is still 100%.
I mean - the strat was published 8th of November, and you could say it was overfitted. But it continues to run. Since 8th of November it closed only 1 trade, but also $500+ profit. (second is still going, but currently profitable).
And I'm pissed.