@Francesco

That timeframe is a lot better I think. What is a bit of issue with this strategy, is the way the entry is coded. The current way it is it checks first the long criteria, that’s why long has preference has the better results especially in a rising market.

If you swap in the code below the long & short the strategy breaks down, because then it checks short criteria first. It’s because “elsif”

if tradetime and tradeday then
if pclong and mclong then
orderpriceL=dayopen+((close/10000)*2)*pipsize
buy positionsize contract at orderpriceL stop
longtradecounter=longtradecounter + 1
tradecounter=tradecounter+1
elsif pcshort and mcshort then
orderpriceS=dayopen-((close/10000)*2)*pipsize
sellshort positionsize contract at orderpriceS stop
shorttradecounter=shorttradecounter + 1
tradecounter=tradecounter+1
endif
endif

or you could code it like this below, which is in essence better; Then long above short, or visa versa give the same results. But then again results go down.

if tradetime and tradeday then
if pclong and mclong then
orderpriceL=dayopen+((close/10000)*2)*pipsize
buy positionsize contract at orderpriceL stop
longtradecounter=longtradecounter + 1
tradecounter=tradecounter+1
endif
if pcshort and mcshort then
orderpriceS=dayopen-((close/10000)*2)*pipsize
sellshort positionsize contract at orderpriceS stop
shorttradecounter=shorttradecounter + 1
tradecounter=tradecounter+1
endif
endif

ps on the strategy you posted. if you remove

if onmarket then
if time >= closetime or (currentdayofweek=5 and time>=closetimefr) then
sell at market
exitshort at market
endif
endif

once closetime   = 240000 // greater then 23.59 means it continues position overnight
once closetimefr = 172900

then results go up.