I guess if HAlgo1 optimised an entry variable and HAlgo2 optimised an exit variable then HAlgo1 would not muddy the waters for HAlgo2?

But Algo2 can only be measured in the context of what Algo1 is doing? All systems are interdependent with their entries and exits, no? The systems only concern is to see if the last 3 days (reps) performance was better than the last stored performance (B), it doesn’t care where the performance comes from. If -0.6 entry and + 0.9 exit produce the most profit it will set out to beat that in the next 3 Reps.

So do you have that System on Forward Test now then?

Not live demo, no. I had this bizarre time consuming issue where the cycle limit system with 3 algos turned out to be identical to another slightly differently named system and yet the profits were £67k versus £31k! Put the code from the £67k into the £31k template and it made £67k, yet the code is identical, went through it line by line, side to side three times! Still have no idea, guess I’m keeping the £67k system…

I’m still looking at theses Univ Osc systems, figuring out what’s best in terms of  using the cycle limit, whether 2 algos is better than 3. It’s tricky stuff, you think it’s complete then you realise it’s not optimal because you realise the “ElsIf HeuristicsAlgo2 = 1 Then” command have been rem’d out because you’d omitted it in earlier testing, seeing how the two or three Algos performed without cycle limit…. As per the code in this post: https://www.prorealcode.com/topic/machine-learning-in-proorder/page/8/#post-126009

Lot to take it and test! And I feel this is only the start, imagine cycle limit and 4 or 5 algos because now you’re self optimising trade size and maybe a trailing stop as well as entry / exit thresholds and bandedge… Without cycle limit it’ll not be using the ML code to it’s full potential.