This is exciting stuff. There's so many different ideas to try. I may be wrong, but what I think I'm seeing is that when you're in a series of ALR trades and the bPriceCrossMAUp or bPriceCrossMADown exits the last order with profit, or if a trailing stop is used and exits with a profit >0, then what happens next is that the ALR sequence begins again with the firstorderlotsize, even though the series of trades ended in a net loss. So I'm thinking what would be better is if the EA insisted on a minimum profit of breakeven or zero profit for the series of trades and not end the ALR progression until the profit is reached. What would this look like in trading? Say your on the 3rd trade of the ALR sequence and you are short and your trailing stop gets hit for a small take profit. The net profit for the series is still <0 , so when that trailing stop is hit, the EA immediately places a buy order of the next lot size and a pending sellstop order at the ALRzone distance below it and so on until the net profit for the series is >= 0. Only then would it begin a new series with the firstorderlotsize. In summary we need to not only follow the number of trades but count the total profit before begining the new sequence.
