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Sure, WFO allows to use different price curves for training and for testing. However, you will usually choose your strategy just because of their positive WFO test. This means that the 'out-of-sample' price data in the test period are not so out of sample anymore, since they were used for selecting the best strategy.
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Johann Christian Lotter (The Black Book of Financial Hacking: Developing Algorithmic Strategies for Forex, Options, Stocks)