DislikedFundamentally, this agrees that cut a loss quick and short, and let the profit run. and it is also the fundamental idea of this EA. I think that your suggestion is very very worth a try.Ignored
This is a good idea. It's hard to say given a margin level because again hardcoding things will get you into trouble... it should be dynamic to evolve with the market.
We know that the phantom we chose is the best at decision time to trade. Now if we have better options at the next decision candle we should take that.
We don't want to be killed by the spread so we should keep the trade intact if its in the top half of the phantom winners.. and cut the loss and move on if it moved into the bottom half (winner becomes a loser). This way the basket is always rolling over to the best phantoms and discarding the bad (even if its in profit). This might give you the edge.
I also think this all depends on the heuristic we apply to decide the "score" of each phantom... I think we can all agree that simply choosing the highest PL doesn't necessarily mean this is the pair that has the highest chance to move for you in the future. This is an important point.
Jag