Concerning the new algorithm: from when is the podcast you found? I tried your approach with SPX500 and US30 and the first thing I saw was the poor performance in 2015 compared with the years before. Did you see this too? It might be random of course or the behaviour has changed. But I won't include this in ONS anyway because the assets are completely different, so another loop would be necessary and as far as I know this is not yet possible in one script.

My ONS also suffered from the FXCM-Oil-Problem that caused a loss of 60, and so the total profit is actual +177 since 27.11.2015, where +119 are just from this weekend:

Weekend ends at 17.01. 23:00
[Mon 18.01.16 00:01] 49568 +0 +119 /////\
[AUD/JPY::S9692] Cover 6@80.24: +31.23 at 00:00
[AUD/USD::S7479] Cover 2@0.6858: +9.45 at 00:00
[GBP/USD::S9939] Cover 4@1.4271: +29.09 at 00:00
[NZD/CHF::S9585] Cover 3@0.6455: -7.38 at 00:00
[NZD/JPY::S2609] Cover 11@75.38: +7.92 at 00:00
[USOil::S9377] Cover 5@28.86: +48.54 at 00:00

Problems with Oil position sizes I did not have so far, AssetsFix is not used in trade mode as far as I know but Assets.csv, that is downloaded on each connect to the broker.