The authors study equilibrium selection by evolutionary learning in monotone two-type signalling games. The learning process they study extends that introduced by \textit{H. P. Young} [Econometrica 61, 57-84 (1993; Zbl 0773.90101)] to deal with incomplete information and sequential moves; it thus involves stochastic trembles. For vanishing trembles the process gives rise to strong selection among sequential equilibria; if the game has separating equilibria, then in the long run only play according to the Riley equilibrium frequently.