Issues with creating set files for multiple pairs

This is an interesting situation and not sure why it happens.  Maybe when optimizing in SQX with the “optimizing also trading options” turned on it changes something outside of the input settings?

Here is the problem: I make an EA and then optimize it for multiple pairs.  This obviously creates different EA SQX files for each pair (that I save).  I also have a different MQ4 file to send to Editor to compile to make a EX4 file to run a MT4 back test to check against SQX.  Everything is good so far.  But, after doing the back tests for each pair, I then save a set file for each pair that I can load on one EX4.  It should give the same results as the original EX4, but it is wildly off.  And the really odd thing is that it is even very different depending on the MT4 terminal (tested on 3 different terminals) even though each has same TDS ticks with all the same TDS options turned on or off.  Same time period…just loaded new set file.

Is there a reason for this?  If we sell the EA with set files and they are very different in the results, this is going to affect my signal (real money) significantly.

Please see the huge difference in stats between original ex4 for a pair and a ex4 using the set file created from that ex4 for that pair.  I will also attached the applicable strategy files.

Thanks for your help.

Oh.  And set file created from same ex4.

I now determined that something is changing with the indicators in the settings (not input fields) between pairs after optimizing.  Is this because I am enabling ATM when optimizing?  I did not think it would remove indicators….