Ok I had a guess, but what I'm telling you now was too significant, so I wanted to be sure.

Because if I'm right then many examples that were posted everywhere are wrong!

In the babypips_jcl_LS.c I set the barperiod to = 60 (more trades) and it also got extremely slow.

So I thought, if my suspicion is right, there must be more than 1-2 trades open at the same time.

Please download new versions of #2 and #3 and hit TRAIN :

parameter_test_2 works as intended, in the train.log I never found more than 2 open trades.

Take a look at the train.log of parameter_test_3, there are 20,30,40 open trades.

Whatever ends the trades (End of WFOCycle?), it is not your function!

That would mean all the examples:
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=407922
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=408151#Post408151
http://www.forexfabrik.de/topic/3273-zorro-trader
https://forums.babypips.com/t/automated-trading-course-part-2-strategy-design/46305/24

are wrong?

Can one check this please, it can be the solution to a lot of questions...