Vonasi,

I have been playing with this for a month now, and the results are promising.

How did it do, on the forward test? I am about to set it up.

I have set my own exit strategy, as you did, max position is set at 1, when at 3 or 10, the results are superior, but the drawdown is much higher.

For some reason the gross performance is not showing, but please see the attachment.

For some reason, the start date is 4 Feb 2106, not sure why.