Wow, more than 100 downloads of the chart but no comment... this seams to be a complex question

Anyway, i read a lot the last weeks and developed the script further. I concentrated my efforts in the last 3 years time period, where the first script was very flat.
The key for me was in the development phase, and specifically the optimization range of each variable. In the first script i was using Zorro as a gun machine and shooting to evrithing...
Attached the much better results, 14 training cycles 86weeks / 46 days. Same 4 original algos with small changes and much thoughts on optimization range usage.

Attached the report and new equity chart, starting papertrade tomorrow 16.12.2019 to see if this is not overfitted...

A key for my changes in the way to optimize the variables and usage of the script was in the recommended book Trading Systems, from Jaekle/Tomasini. Now i'm starting with Ernest Chan, Quantitative Trading, let's see if i find something interesting in this one too.