Remove Take Profit
The first function of the Normalizer is "Remove Take Profit". (We don't have "Remove Stop Loss" intentionally.)
Imagine a strategy on EURUSD that has Take Profit of 10 000 pips. It is very unlikely it be hit whenever. So, the Normalizer will try to remove it temporarily and will calculate the strategy performance. It works like that:
1. Make a modification step. In that case, the Normalizer will disable the Tak Profit.
2. Backtest the strategy.
3. Validate the strategy against the Common Acceptance Criteria (if the option is on).
4. Calculate strategy fitness according to the "Search best" option.
5. If the strategy is valid and if its fitness is same or better than the original one, it accepts the modification. Restore the previous strategy in other cases.
6. Continue to step 1 or exit. (Remove the Take Profit has only one step, so exit)
The previous post screenshot shows Calculations = 2. It is because the Normalizer first calculates teh original strategy and then it calculates the variant without TP.
The variant without TP shows better stats, so it is accepted.
The balance chart shows the original balance with a grey line and also the final normalized Balance and Equity lines.
(it must show the stats for the Normalized strategy, but I still don't have it )