My "classic" version set up 2 of your 3 trades and also none was entered:
(CHF/JPY::S) Short 18@115.35 Entry stop (NZD/JPY::S) Short 111@73.65 Entry stop
I don't know why GBP/USD was not set up, I guess the values in our .par file might be different.
My alternative versions on FXCM and XM behaved in parallel (the values below are from FXCM):
(CAD/JPY::S) Short 4@78.94 Entry stop (CHF/JPY::S) Short 1@115.34 Entry stop (EUR/GBP::L) Long 3@0.7757 Entry stop (EUR/USD::L) Long 2@1.0986 Entry stop (USD/CHF::L) Long 1@1.0200 Entry stop
Interestingly GBP/USD wasn't set up just as NZD/JPY because:
I trained the alterative versions without WFO using the whole price information from 2002 to 2015 (resp. 2009 to 2015) for optimizing the parameters. Although there is of course no sense to use those parameters to predict the performance because of merciless overfitting, I believe the averages of the parameters from the whole time can result in useful settings for the trading in future and especially for the assets of which I only have prices from 2009 to 2015 I think this period is already quite narrow for optimizing on daily bars, so I don't want to cut it smaller using WFOs. If my thoughts really make sense time will tell.
The alternative versions entered one trade only (again FXCM):
