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.
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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 |
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