I developed an EA based on Auction Market Value Theory & Analytics (you can check here https://www.forexfactory.com/showthread.php?t=482744), it is based on the concep of Overlay, which is a generalization of Market Profile definition.
My EA runs at the same time with 26 forex securities using one single set, so Metatrader optimization makes no sense.
I have been dealing with it for about three months, and eventually I believe I had rather good results. Using one single set on all 26 securityes, I obtained as a total result, backtesting starting since Jan 1 2017 (lot min 0.2 0.6):
TOTAL Profit 21020 EUR, 100 OK 34 NOK
% win 74.63%
av. profit 156.87
This means, starting with a 10k EUR balance, a 210% profit in about 16 months.
Here I also attach a -zip with the EA, sets, and detailed results