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I wouldn’t know for sure about testing/being proven. I have seen a few better results with a 2 algo cycle limit late last night on Coffee. I’ll post more if it’s consistent. It should be with the logic of what cycle limit is doing, otherwise without cycle limit, how does the system know where the improvements are coming from? (Not that that stopped some pretty amazing performance when I used a system without the cycle limit and had 3 algos going – 2 for threshold (X and Y) and 1 for bandedge (Z)) as posted on this thread.
If only the ML code could be “turned on itself” to self optimise that Reps number because Reps can make a big difference…
We could do with a counter in the code so we for definite?
Can you do that? It may help explain why the X and Y thresholds for the Oscillator being identical for most of the backtest but then slightly varying a little later on – as per screenshot above.