New version - MYP5

After watching my expert advisor in live, I tried a few ideas to minimize the loss trades. I checked a mechanism of rescue, when the trade is profitable, to set the stop loss to a profitable level. This idea did not achieve better results. Afterwards I tried a few conventional filters, which did not do any better. 

At last,  I had an idea for a filter, with three levels:

1. High risk trades

2. Low risk trades

3. No trading at all

I tried it, and it had better results.

The results are for the period 19/9/07-18/9/08 GBPJPY H1:

Profit	P.F	Drawdown (%)	Trades
19697	1.96	26.95	128
23061	2.21	26.67	109
23660	2.83	26.17	87

The risk is as it was the same (4% for the first and 6% for the second) with a small modification: the filter determines the risk of the first trade: 4% is considered as the high risk and 2% for the low risk.

What's next? I am going to continue with the third result and make a small risk optimization around that setting since the drawdown settings is changed.