I have experimented with the binary options script from the financial hacker blog. Below is the code that I use:

Code:
var objective()
{
	return ((var)(NumWinLong+NumWinShort))/(NumLossLong+NumLossShort);
}

function run()
{
	//assetList("AssetsFix.csv");
	//assetList("AssetsBinary.csv");
	
	BarPeriod = 5;
	LookBack = 100;
	NumWFOCycles = 20;
	NumCores = -1;
	
	set(BINARY);
	WinPayout = 75;
	LossPayout = 0;

	set(PARAMETERS);
	int TimePeriod = optimize(20,10,100);
	var Threshold = 0.01*(HH(TimePeriod)-LL(TimePeriod));
	
	while (asset(loop("EUR/USD")))
	{
		if(NumOpenLong+NumOpenShort == 0) 
		{
			LifeTime = 1;
			if(HH(TimePeriod) - priceClose() < Threshold)
				enterShort();
			else if(priceClose() - LL(TimePeriod) < Threshold)
				enterLong();
		}
	}
}


When training and running it on EUR/USD with the provided Zorro 1.5 t6 history I get a total loss while the blog reports an AR of about 180%.

When training and running it on .bar history with Dukascopy data i got a different result. There I was profitable with a SR of 0.77. But doing multiple training runs did not always produce the same results! Once I only got a SR of 0.20!

Since the broker symbol is actually EUR/USD.bo i needed to create a different Assets file by copying the AssetsFix.csv file and changing the symbol names. I did that and noticed totally different results again.

Even uncommenting the line assetList("AssetsFix.csv"); after training changes the testing result substantially. And when training with the AssetsFix.csv the results are different once more. I thought the AssetsFix.csv is the default, so adding this line should not change the results.

I think also the while(asset(loop())) construct causes some problems. This is the only difference between the original code from the blog and the blog code gives different results when backtested.