The problem with some systems such as this are no entries in strong uptrends where retraces are shallow . On the other side you get a lot of entries on downtrends due to opposite , maybe a trend and momentum filter will help . Will have a shot at this over the next day or so . Finding areas where an algo doesnt perform is the key to improving . The equity curve to trend relationship reveals a lot . There is probably room to run 2 algos at once to solve some of the problems preseneted by this system .
Maybe take the standard entry in shallow trends and possibly relax the entry standards in a high momentum uptrend . Turn of system in steep downtrends . Im guessing you will get less trades at a higher WR making for a way smoother curve and potential for slightly larger trade size . A smoother curve makes way for a dynamic position sizing to get that more J curve thing going . Just a couple ideas fwiw
