I’ve had the v3.0 code (provided in the post below) running all this week since 23 July in Demo with no trades. Just backtested the same code in Demo and there are 8 trades.
Not good, more discrepancy between Forward Test and Back Test??
Anybody any thoughts, comment or different findings??
I left Longs as per JayKay version, but I added Shorts … see top equity curve / V3.0.