I’m afraid my platform is only giving me daily or longer time frames but here is the daily results with 2 pip spread.

Screenshot_1-4.png Screenshot_2-3.png

I changed the code this way to be compatible with MTF: (trading entries are calculated with the daily chart, while trailing stop is made with the 5 minutes one)

//************************************************************************
//                       3 MAs Pullback DAX daily
//
//                      (Ema 10 + Ema 20 + Ema 120)
//************************************************************************
DEFPARAM CumulateOrders = False
timeframe(daily,updateonclose)
ONCE nLots              = 1
ONCE LookBack           = 3                                //3 bars to set SL to the highest/lowest
ONCE Multiplier         = 6                                //6 times the Stop Loss
IF OnMarket THEN
CrossingUP = 0                                          //Reset flags to zero when...
CrossingDN = 0                                          //... On Market
ENDIF
ONCE AvgType            = 6                                //6  = Time Series
FastMA                  = average[10,AvgType](close)       //10
SlowMA                  = average[20,AvgType](close)       //20
LongMA                  = average[120,AvgType](close)      //120
//////////////////////////////////////////////////////////////////////////////////////////////////////////
// I don't care which order they are, it's important the highest MA is CROSSED OVER or
// the lowest one is CROSSED UNDER
//
IF close CROSSES OVER Max(FastMA,Max(SlowMA,LongMA)) THEN
CrossingUP = 1
CrossingDN = 0
ENDIF
IF close CROSSES UNDER Min(FastMA,Min(SlowMA,LongMA)) THEN
CrossingUP = 0
CrossingDN = 1
ENDIF

//////////////////////////////////////////////////////////////////////////////////////////////////////////
//************************************************************************
//                           LONG
//************************************************************************
a0 = CrossingUP                            //There must have been a CROSS OVER
a1 = close[1] < Min(FastMA,SlowMA)         //Previous bar must have closed < lowest among FastMA/SlowMA
a2 = close CROSSES OVER Max(FastMA,SlowMA) //a CROSS OVER is occurring this bar
a3 = close > open                          //a bullish bar is mandatory
ax = a0 AND a1 AND a2 AND a3
IF ax AND Not OnMarket THEN
Sl = ((close - lowest[LookBack](low)) / pipsize)   //SL at the lowest low within LOOKBACK bars
Tp = Sl * Multiplier
BUY nLots CONTRACT AT MARKET
ENDIF
//************************************************************************
//                           SHORT
//************************************************************************
b0 = CrossingDN                            //There must have been a CROSS UNDER
b1 = close[1] > Max(FastMA,SlowMA)         //Previous bar must have closed > lowest among FastMA/SlowMA
b2 = close CROSSES UNDER Min(FastMA,SlowMA)//a CROSS OVER is occurring this bar
b3 = close < open                          //a bearish bar is mandatory
bx = b0 AND b1 AND b2 AND b3
IF bx AND Not Onmarket THEN
Sl = ((highest[LookBack](high) - close) / pipsize) //SL at the highest high within LOOKBACK bars
Tp = Sl * Multiplier
SELLSHORT nLots CONTRACT AT MARKET
ENDIF
SET TARGET pPROFIT Tp
SET STOP   pLOSS   Sl

timeframe(default)
//////////////////////////////////////////////////////////////////////////////////////////////////////////
//                               Trailing Stop code
// to be tested on a 5/10-minute TF
ONCE TrailStart    = 50        //50     Start trailing profits from this point
ONCE ProfitPerCent = 0.250     //25.0%  Profit to keep
IF Not OnMarket THEN
y1 = 0
y2 = 0
ELSIF LongOnMarket AND high > (TradePrice + (y1 * pipsize)) THEN                   //LONG
x1 = (high - tradeprice) / pipsize            //convert price to pips
IF x1 >= TrailStart THEN                      //go ahead only if TRAILSTART+ pips
y1 = max(x1 * ProfitPerCent, y1)           //y = % of max profit
ENDIF
IF y1 THEN
y1 = y1 * pipsize                         //convert pips to price
IF close < (TradePrice + y1) THEN         //IF CLOSE < Tradeprice + Profit...
SELL AT MARKET                         //... exit immediately
ELSE
SELL AT Tradeprice + y1 STOP           //Place pending STOP order when y1>0
ENDIF
ENDIF
ELSIF ShortOnMarket AND low < (TradePrice - (y2 * pipsize)) THEN                  //SHORT
x2 = (tradeprice - low) / pipsize             //convert price to pips
IF x2 >= TrailStart THEN                      //go ahead only if TRAILSTART+ pips
y2 = max(x2 * ProfitPerCent, y2)           //y = % of max profit
ENDIF
IF y2 THEN
y2 = y2 * pipsize                          //convert Pips to Price
IF (TradePrice + y2) > close THEN          //IF Tradeprice + Profit > CLOSE ...
EXITSHORT AT MARKET                     //... exit immediately
ELSE
EXITSHORT AT Tradeprice - y2 STOP       //Place pending STOP order when y2>0
ENDIF
ENDIF
ENDIF
graph fastMA coloured(0,200,0)
graph slowma coloured(200,0,0)
graph longma coloured(0,0,200)
graph close

The performance is not good (made with tick mode and spread=1.5), and as you can see in the attached picture, daily MA are not calculated until there is enough bars in the default timeframe (5-minute TF). This is something we should be aware of when backtesting… a test to verify if the SMA are superior to 0 could be enough..

multi-timeframe-moving-average-trading-strategy.png