Originally Posted by daraknor

Wackena,

Thank you for the great data. When you say "code change" do you mean that the signal_count=2 was tick based or bar based? Interesting we had 2 consecutive losses several times at the charts I glanced over, but no more than that. I will sit down and study them at length soon. I think optimizing for minimal consecutive losses is more important than optimizing for less drawdown. It doesn't necessarily mean that you get more money in backtest, but it may mean we have higher accuracy with prediction. In the next experimental release I plan to offer "Set SL X pip profit at Y pip profit". I would set it to 0 or 1 normally; 1 because a breakeven trade counts as a loss for statistics. More of my personal code merged into Phoenix...