The Strategy Normalizer tries to make a strategy tidier and at the same time, it is capable to increase its performance.
We think a strategy is better when it has a lower number of components and when their indicators have more meaningful parameters.
The first function of the Normalizer is “Remove Take Profit”. (We don't have “Remove Stop Loss” intentionally because it may make the strategy unsafe.)
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: