Yes, you are correct turame … Rejected when tries to take a trade or when it runs in execution mode at end of TF bar.
Anyway, I woke early today (flippin Doves and Pigeons calling! 🙁 ) so I have been diving in and out, mainly commenting out functions etc.
The last section I commented out was Trailing Stop and also The ‘FrozenCoolDownBar’ and then – hey presto – I have got the Algo to take a trade a few mins ago.
The Algo attached works not exactly like the original (but is more profitable – over the 10K bars I tested) and works on M6 on DJI.
Emmanuel / Anybody if you want to find the exact lines of code causing Rejection then ‘work backwards’ removing my // in the code and getting back to the original.
You could easily do above by pasting original and attached codes into left and right fields on the link below to see actual differences between original and attached.
Compare text and find differences online or offline – Diffchecker
Let us know any findings as any of us might get same / similar problem on some other Algo.