Also important to note that each discovery session is determined by ‘MaxIncrement’ (number of increments to try). After this the strategy then tests the newly discovered best values for a number of trades as defined by ‘Reps’. It then compares the results to the previous discovery session and overall best values to see whether progress was made.
Unfortunately determining true market cycles is extremely challenging and for now the heuristics (i.e. discovery through ‘trial and error’) is my best shot at dynamic optimization.
