Additive Algorithm Building

Please consider the following method of building vs the current Random Build, Genetic Build, Improver.

1. Find Entry. Using the concepts from "Statistically sound machine learning for algorithmic trading of financial instruments" (Timothy Masters) "Indicators and Targets" chapter, find the indicators for the relevant timeframe, where wins are more than losses using a choice of 2 or both methods.
   1. Using a ATR SL/TP
   2. Using the same signal for reversed signal as exit of original position and entry of new position
2. "Improve" the Entry strat using a combination in iterative and/or combined methods
   1. "Improve Entry" - "Add only" X rules, where X is defaulted to 1, to improve the Entry of the strat. User can classify in Random groups, "Trend direction" or "Volatility" or "News Awareness" filters so that user might choose which category of random groups to be used to improve this entry only strat.  Rules should be allowed to be added on other timeframes (higher or lower). 
   2. "Improve Exit" - similar to "Improve Entry",
      1. improve strat in same mechanism,
      2. additional ability to add, strip or randomize ATM.
      3. Randomizing using "Or" condition to add rules as well as "and".  (Currently, only observing "and" rules in exits. Might be an observation bias on my part)
   3. "Improve " Stoploss - In using reversed signal in find Entry, user might not use Stoploss to check the raw effectiveness of the signal.  Hence need to add SL / TP after that.
      1. Add/improve Stoploss conditions (MFE vs MAE - The most Crucial Trading Stat EVER!)