[USOil::L7578] Sell 1@40.75: +36.88 at 01:28

[Mon 21.03.16 00:00]
[GBP/USD::L7214] Sell 2@1.4463: -8.05 at 23:59
[USOil::L3202] Sell 2@40.85: +4.08 at 23:59

Anywhere there was/is a time difference, maybe to my local time.

Read ONS Sphin + Last 4.par
Lookback period (120 bars).
[197: Fri 25.03.16 00:05] 39.725
(AUD/JPY::L) Long 102@86.42 Entry stop
(AUD/USD::L) Long 0@0.7682 Entry stop
(EUR/USD::L) Long 0@1.1344 Entry stop
(NZD/CHF::S) Short 38@0.6496 Entry stop
(NZD/JPY::S) Short 88@74.44 Entry stop
(USD/CHF::S) Short 0@0.9650 Entry stop
(USD/JPY::S) Short 0@110.66 Entry stop
(USOil::L) Long 1@41.95 Entry stop
Copied to Clipboard!

No trades taken this week.

(AUD/JPY::L) Long 102@86.72 Entry stop
(AUD/USD::L) Long 0@0.7724 Entry stop
(EUR/USD::L) Long 0@1.1413 Entry stop
(USD/CHF::S) Short 0@0.9571 Entry stop
(EUR/USD::L) Entry stop 1.1413 hit at 11:00
(EUR/USD::L) Skipped: Lots/Margin = 0
(USD/CHF::S) Entry stop 0.9571 hit at 12:18
(USD/CHF::S) Skipped: Lots/Margin = 0
Weekend at 01.04. 20:00...................................
Weekend ends at 03.04. 23:00

[EUR/USD::L2347] Sell 125@1.1396: -2.19 at 23:59
[USD/CHF::S1303] Cover 57@0.9589: -1.02 at 23:59

I had no 0s for OptimalF concerning these algos, but you had the better choice.

[207: Fri 08.04.16 00:05] 0.76092
(EUR/USD::L) Long 0@1.1455 Entry stop
(GBP/USD::S) Short 100@1.4005 Entry stop
(NZD/CHF::S) Short 42@0.6461 Entry stop
(NZD/JPY::S) Short 96@72.89 Entry stop
(USD/CHF::S) Short 0@0.9521 Entry stop
(USD/JPY::S) Short 0@107.67 Entry stop

(AUD/USD::L) Long 0@0.7738 Entry stop
(EUR/USD::L) Long 0@1.1466 Entry stop
(NZD/CHF::S) Short 42@0.6461 Entry stop
(NZD/JPY::S) Short 96@72.89 Entry stop
(USD/JPY::S) Short 0@107.63 Entry stop
(USOil::L) Long 1@42.45 Entry stop

No trades taken this week.

(EUR/USD::L) Long 3@1.1466 Entry stop
(USOil::L) Long 2@42.45 Entry stop

Also no trades were entered.

AUD/USD:L and USD/JPY:S would have set up also trades if their OptimalFs were not 0 just like yours. Because I use a "if (OptimalF != 0)" condition before enter command trades with 0 lots are not longer set up.

Setups for this week.

[217: Fri 22.04.16 00:05] 44.030
(AUD/USD::L) Long 0@0.7836 Entry stop
(CHF/JPY::S) Short 0@111.50 Entry stop
(EUR/JPY::S) Short 44@121.71 Entry stop
(EUR/USD::L) Long 0@1.1466 Entry stop
(NZD/CHF::L) Long 0@0.6804 Entry stop
(USOil::L) Long 2@44.51 Entry stop

I added the monthly seasonal algorithm which trades the S&P500 index to this portfolio. This one buys towards the end of t month and sells about one week later. The first trade of which was taken on Tuesday.

[219: Tue 26.04.16 00:05] 43.395
[SPX500::L5918] Long 15@2089 Risk 593$