Hello everybody! I post here a strategy that I am using with real money.

It uses trend direction (slope) of the 20 periods moving average and the price momentum.

Orders are then triggered once the RSI 20 periods enter in overbought and oversold areas.

Tested with 100k bars: if someone could test it with 200k bars and let me then know the result, this would be many appreciated!!

Best regards.

H.

// Definizione dei parametri del codice
DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate
DEFPARAM FLATBEFORE = 090000
DEFPARAM FLATafter = 175500
indicator1 = RSI[20](close)
c1 = (indicator1 CROSSES OVER 70)
c8=close>average[20]
c65=Momentum[12]>momentum[12][1]
c66=momentum[12][1]>momentum[12][2]
IF c8 and c1 and c65 and c66 THEN
 BUY 2 CONTRACT AT MARKET
ENDIF

indicator2 = RSI[20](close)
c2 = (indicator2 CROSSES UNDER 60)
c13= average[20]<average[20][1]
IF  c2  or c13 THEN
 SELL AT MARKET
ENDIF

indicator3 = RSI[20](close)
c3 = (indicator3 CROSSES UNDER 30)
c34=close<average[20]
c65=Momentum[12]<momentum[12][1]
c66=momentum[12][1]<momentum[12][2]
IF c3 and c34 and c65 and c66 THEN
 SELLSHORT 2 CONTRACT AT MARKET
ENDIF

indicator5 = RSI[20](close)
c5 = (indicator5 CROSSES OVER 40)
c13= average[20]>average[20][1]
IF c5  or c13 THEN
 EXITSHORT AT MARKET
ENDIF

SET STOP pLOSS 40
SET TARGET pPROFIT 40