Here is my version of the OZFX System.
Note that like all the other EA based on this system, it is not complete. In the system, the stochastics have to be over/under the AC 0 level, what I still don't know how to code for the moment. We use the stochastic 50 level instead.
EU D1. On one year.
Total net profit : 704.98%
RDD : 29.89%
Note that I had a 90% modelling quality at the beginning of the optimization, but at the end I have almost always errors on this timeframe.