Don/Neo,
I have been playing around with this EA ever since Don posted it. I have performed many (visual) backtests to watch how it works. And I have seen every iteration of the EA since, until this last one. When I run the worst case scenario... from Nov 26, 2005 through to present, all of the low timeframe tests (boost on/off), eventually blow the account because of low equity. Even my ADX filter doesn't save the low timeframes.

I understand you don't think that the logic is working quite right for the orphaned open orders. I was thinking about how to nullify the orphaned orders, both long and short. Well, I am also a fan of hedging strategies and was thinking... if there was a way to ensure that the biggest losing open orders are paired with the biggest gaining orders (don't get closed out - and that are close to off-setting the loss), you could continue to make profitable orders inside the envelope (high-low of the market).

I'm not sure if I'm explaining it right, but, it seems that the logic needs to be more intelligent on how it closes profitable orders. It needs to offset the losers somehow, so that additional trades can be entered within the profit envelope (low range consolidations). Then if margin is needed, the EA would close offset orders to free the margin.

So, in essense, if several orders long and short have been established (there is always more of one than the other), and price makes new highs, the short orders would be offset by "close-by" long orders. Those long orders would not be liquidated because they become the hedge for the short orders. The long orders that are left over and are in excess of the hedges for the short orders would be closed for a profit. Price would continue to move. Now if price moves to new lows, the EA logic would ensure that the losing long orders are hedged by appropriate in-profit short orders, thus hedged.

I hope that I'm getting my point across. I wish my programming skills were up to my ideas concerning this logic process.

Great job, Don and Neo.

Carl