Your answer here, Mr. Popov, indicates that I have (maybe) misunderstood something basically very important.
1. I will choose to have OOS with value of 25%
2. I will generate a strategy with OOS on (i.e. on 75% of available data set)
3. I will visually check this strategy with OOS of (i.e. on 75% + 25% of the available data set, it is shown in Balance /Equity Chart of Repository Window, Accounts Statistics)
3a. I will accept the strategy if the balance line is similar in both 75% and 25% parts
3b. I will delete the strategy if the balance line is different in 75% and 25% parts
4. I will check the strategy with Multi Markets and Monte Carlo
5. I will check the strategy with some large data set (you could call this step for “EXTERNAL OOS”)
6. I will test the strategy on my demo account.
So, what is wrong with my reasoning? Your forceful denial of usefulness of OOS together with my respect for you knowledge makes me question my basic assumptions.