Hello! So, as I promised, here is the initial code (before de trailing stop optimization). If you have any comments, I will be glad to read them!

Additionally, I am also posting a screenshot of the backtest (by tick) with 100000 units. This time I used the CAD/JPY pair.

SHORT = 14
LONG = 40
PERIODOADX = 24
PERIODOSDECRUCE =20
PERIODODECRUCE2 = 50

Condition1 = ADX[PERIODOADX] CROSSES OVER PERIODOSDECRUCE
Condition2 = ExponentialAverage[SHORT](Close) > ExponentialAverage[LONG](Close) AND LOW[1] > ExponentialAverage[SHORT](Close)
Condition3 = ExponentialAverage[SHORT](Close) < ExponentialAverage[LONG](Close) AND HIGH[1] < ExponentialAverage[SHORT](Close)

//Long

IF NOT LongOnMarket AND Condition1 AND Condition2 THEN
BUY 1 CONTRACTS AT MARKET
ENDIF

// Exit long
If LongOnMarket AND ADX[PERIODOADX] >= PERIODODECRUCE2 OR ExponentialAverage[SHORT](Close) CROSSES UNDER ExponentialAverage[LONG](Close)OR ADX[PERIODOADX] < PERIODOSDECRUCE THEN
SELL AT MARKET
ENDIF

// Short
IF NOT ShortOnMarket AND Condition1 AND Condition3 THEN
SELLSHORT 1 CONTRACTS AT MARKET
ENDIF

// Exit short
IF ShortOnMarket AND ADX[PERIODOADX] >= PERIODODECRUCE2 OR ExponentialAverage[SHORT](Close) CROSSES OVER ExponentialAverage[LONG](Close) OR ADX[PERIODOADX] < PERIODOSDECRUCE THEN
EXITSHORT AT MARKET
ENDIF

SET STOP LOSS 150// Stops

CADJPY.jpg