Very well said, Roman.
I also put SL and TP in all of the EAs I use and attach to the courses. Sometimes you might find these great strategies without SL because it is easier for the generator to find parameters for the indicators that will work without the SL, and the TP will be always hit. However, these strategies are more likely to end up on opened trades with considerable losses in opened positions.
And yes, it is better to have more strategies in the collection and filter them from there. Anyway, if you go too strict and have nothing in the collection, it is just nothing at the end of the day.