Why does this strage use 2 moving averages? I have modified it use only one single MA and it works quite beautifully too.

31 wins and 4 losses over pass 10000 periods of 30 mins.

3.88 gain/loss

DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 10000

daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

Schedule = time >= 000000 and time <= 220000

PositionsizeA = 3
PositionsizeV = 3

MM = Average[135](totalprice)

Newhighest=max(DHigh(0), DHigh(1))
Newlowest=min(DLow(0), DLow(1))

Middle = (Newhighest+Newlowest)/2
Overbought = average[150]((Newhighest+Middle)/2)
Oversold = average[150]((Newlowest+Middle)/2)

CA = (MM > Overbought) and (close crosses over Middle)
CV = (MM < Oversold) and (close crosses under Middle)

// Long Entries
IF Schedule AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN
BUY PositionsizeA CONTRACTS AT MARKET
ENDIF

IF LONGONMARKET THEN
SELL AT TRADEPRICE +50*pointsize LIMIT
ENDIF

// Short Entries
IF Schedule AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN
SELLSHORT PositionsizeV CONTRACTS AT MARKET
ENDIF


IF SHORTONMARKET THEN
EXITSHORT AT TRADEPRICE - 50*pointsize LIMIT
ENDIF

//MFE
//trailing stop
trailingstop = 40
 
//resetting variables when no trades are on market
if not onmarket then
MAXPRICE = 0
MINPRICE = close
priceexit = 0
endif
 
//case SHORT order
if shortonmarket then
MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
endif
endif
 
//case LONG order
if longonmarket then
MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
endif
endif
 
//exit on trailing stop price levels
if onmarket and priceexit>0 then
EXITSHORT AT priceexit STOP
SELL AT priceexit STOP
endif

//SET TARGET pPROFIT 46
SET STOP pLOSS 100

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