Here is the reply I sent to HHSMONEY. Thought it might help everyone.
..................
To the best of my knowledge - no idea.[regarding how not to over optimize] I've just tried to find variables that work in one period, then test them in a past period, then test them in a future period. So I test for q1 of 2007, back test my results for all of 2006, and then see how they ran from April 2007 until today.
I've been trying to have a generic variable for all pairs but it just isn't working because of the difference in movement. So right now 20 short gap, 20 log gap, with tps of 20 on both is doing okay on EURUSD, USDJPY, GBPUSD. Started on 5/23 -3000 demo mini account is at 3032.43 with equity of 3027.47. But I've tried all kinds of things like limiting trades to just 4 trades. I just can't get anything that will avoid the big blow up in the future.

Hope this helps,
Minnelli

Hey my forum at http://minnelli.com/forex shows real live results with a couple folks I'm testing out now. FX AUTO and FX Guru. Go check it out if you have a few minutes.