Just a test...I'm not sure this will work 100%. I think the backtest is flawed (the exit parameters look suspicious) Anyway, the strategy does make sense, maybe in live trading it'll toss good signals. Can we apply it to our demo account here? (trading panl) Anyone?
No prob, I like this strategy very much. It has code for another filter but it's not using it currently.
I'll work on improving it, would be interesting to have it applied to a demo account here, for forward testing.
I'll consult with admin.
IvanLabrie
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I'm working on fixing the tp and sl...I think there's an error either in my code or in the backtesting engine. It's closing trades during the same bar as they were opened, it looks strange.