Another issue I've noticed is that when there is a strong move, pending orders do not seem to account for this in a timely fashion. For example, a GBPUSD buy order was triggered during a strong move down, and then was immediately liquidated at a loss before even the 15 minute candle close.
If the EA could account for and recognise such strong moves, adjust pendings accordingly, it may help with performance.
Alternately, it might account for heavier than usual volatility by opting not to trade at all.
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