I've just realised I do not even know what the strategy is - could you outline exactly what is involved, as it's easier to know what the EA should be doing, rather than trying to work it out from the code - entry conditions I understand, but are you scaling into a position, semi-martingale-style, and waiting until a certain dollar value is achieved, or are losers closed out???

Also, is the EURCHF problem in addition to the lot-sizing bug?