Here is a turtletrader code I have been playing around with. It not perfect as there are huge drawbacks, but it has even larger profits. It also need a decent amount of capital to begin with- a lot of patience and stomach ice.
There are many 0-bar trades but only on the stoploss. Profit bars is 5 so I think the trades are valid and not subjected to the zerobar trade issue so many have written about here.
It makes a trade on 2nd day breakout and adds a trade every day with a minimum SL- many get stopped out but some get going.
I also added some extra trades if there was a trend. I hope you like it. I didn’t clean up the code, so you would see some of the alternative things I have been optimizing.
Comments and improvement are as always welcome.

//==================DAX Daily Timeframe==========================
// Definition of code parameters
DEFPARAM CumulateOrders = true // Cumulating positions deactivated
//Positionsize=2
// calculate daily high/low
Capital = 20000
Risk = 0.005
StopLoss = 20// Could be our variable XREM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*Risk)
PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)

if PositionSize>=1000 then
PositionSize=1000
endif

if PositionSize<=3 then
PositionSize=3
endif

//ONCE p=0
//x1=1
//x2=16.4
x1=2
x2=20.8
x5=5
SL=6
c1=(highest[x1](close))


if not shortonmarket and high>c1 then
BUY Positionsize CONTRACTS AT MARKET
//pris=open[p]
ENDIF
//if open>pris+x5 then
if open>tradeprice+x5 then
buy Positionsize CONTRACTS AT MARKET
endif

if longonmarket then
CountDays=CountDays+1
//p=p+1
else
CountDays=0
//p=0
endif

if CountDays>=x2 then
sell at market
endif

set stop loss SL//your SL code
//graph (positionsize/equity)*100 COLOURED(0,255,0) AS "RISK"//GREEN
//graph (positionsize*SL/equity)*100 COLOURED(0,255,255) AS "MAXRISK"//Aqua
//GRAPH tradeprice COLOURED(50,50,75) AS "monthlyHigh"
//GRAPH pris COLOURED(50,0,75) AS "pris"

Cheers Kasper