@ manel,
I thank you for your interest in this line of the forum. I just read you and allow me to answer you. It is true that on the number of edited versions, there is little that passes ProOrder selection. This shows us that Backtests are insufficient to validate a strategy, even with a lot of history. The 5mn versions have not been profitable and they are no longer listed. There are still some 28s versions that are still profitable, the oldest is the V2 that runs on ProOrder since 05/02 (Graph and results below). If you want to test, I invite you to look at the latest versions (versions 6 and 6. +), they are less subject to drawdowns unlike the V2 and others.
I take this post to deliver a version 6.7 whose code has been completely reorganized for a better reading. Its particularity is to integrate a double strategy to overcome the problems of drawdowns (in clear when one is no longer in the trend) that occur too often in the life of a strategy. This double strategy must make this version more durable. It is our situation with respect to the equity curve (above or below) that directs the execution of trades towards one or the other strategy.
This version is even more profitable than the previous ones and the variable MaxOrders, which for me is the barometer of my strategies, has been optimized to a maximum of 76 lots, which is for me a record.
