Why did the optimal signal generator produce losing or low profit trades?
The primary thing to check here is to make sure that the signal analysis you are looking at is using the same trading style as the optimal signal field. The trading values for automatic signal analysis can be viewed from the Signal Analysis Options Dialog. Remember, there are both global settings and data-level settings for this analysis. If a data series has its own settings, they will override the global settings. The trading values for signal analysis fields can be viewed from the Modify Field Dialog for the signal analysis field. If the optimal signal is being analyzed using different trading values than it was analyzed for, it may produce losing or low profit trades. Losing and low profit signals can also be produced for the analog and thresholded analog types of optimal signals. This occurs when the market appears to be a good opportunity for a short trade on one day and a good opportunity on a long trade soon afterwards. With the maximum profit type of optimal signal, the signal