The algorithm also keeps track of the following:

• Best average performance (Profit) measured over all the previous evaluation periods (StratAvgB)
• Best win rate (Win %) measured over a all the previous evaluation periods (WinCountB)

It then measures and saves the same metrics but only for the last evaluation period (StratAvgA and WinCountA) and compares them to the above.

It then starts by systematically incrementing the target variables both up and down to see what appears to improve performance most

I understand the code and explanations more and more but don’t understand why implement should improve the performance as Juanj says “To see what appears” is different from “To improve performance”

Ok we implement but why would it improve performance ?

If we implement and re-test for the previous trades and compare results from period A to period B or all barindex  I would understand but it is not

See U