Well I take it everyone else just got violated on Z5 as well?
JCL, will Z5 get replaced with another strategy?
Also, I notice that my biggest losses came from Z5 trying to take longs well below the 1.20 level. Can I suggest that in hindsight a break below 1.20 means the floor is most likely gone, and the system should not enter new trades there.
Hope we all didn't get too burnt.
Thanks.