I find stange the nbLotSize returned by the method Optimize of the class MoneySizeOptimized.mqh
double CMoneySizeOptimized::Optimize(double lots)
Here a screen shot of one of my backtest:
I don't understand why the lotsize falls to the min value (0.01)
Thank your for your help.
i see that your question has not been answered for a very long time. I was just assuring myself how this money managment class works.
"based on trading with variable lot size, depending on results of the previous deals." You had some bad losses in a row, so depending on these previous deals, the trading volume has been reduced until the next profitable trade, then reduced again because of another loss.