ESTRATEGUIA FALLIDA, POR QUÉ?

Hola a todos, no logro poner esta estrategia en el mercado. Al ejecutarla para trading automático a los pocos segundos se detiene e indica estrategia fallida.

//CIRONET NASDAQ | proorder


DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada

iTIME = ((TIME >= 153500) AND (TIME <= 220000))
periodmoy = iP //3
coeff=0.8


TIMEFRAME (15 MINUTE, UPDATEONCLOSE)

monStoch = Stochastic[14,3](close)
ind = SQUARE(monStoch)
ind1 = Average[periodmoy](monStoch)
ind2 = Average[periodmoy](ind)

variance = ind2 - SQUARE(ind1)
ecart = SQRT(variance)

UpBand = ind1 + coeff*ecart
DownBand = ind1  - coeff*ecart

iEMA = EXPONENTIALAVERAGE[125](CLOSE)

////////////////////////////////////////////////////////////////////////////////////////////

iC15 = ((monStoch > UPBAND) AND (monStoch > 50))

iV15 = ((monStoch < DOWNBAND) AND (monStoch < 50))

TIMEFRAME (5 MINUTE, UPDATEONCLOSE)

monStoch5 = Stochastic[14,3](close)
ind5 = SQUARE(monStoch5)
ind15 = Average[periodmoy](monStoch5)
ind25 = Average[periodmoy](ind5)

variance5 = ind25 - SQUARE(ind15)
ecart5 = SQRT(variance5)

UpBand5 = ind15 + coeff*ecart5
DownBand5 = ind15  - coeff*ecart5

iEMA5 = EXPONENTIALAVERAGE[125](CLOSE)

////////////////////////////////////////////////////////////////////////////////////////////

iC11 = ((monStoch5 > UPBAND5) AND (monStoch5 > 50) AND (CLOSE > iEMA5))
iC21 = (CLOSE > iEMA5)

iSC = (monStoch5 < UPBAND5)

iV11 = ((monStoch5 < DOWNBAND5) AND (monStoch5 < 50) AND (CLOSE < iEMA5))
iV21 = (CLOSE < iEMA5)

iSV = (monStoch5 > DOWNBAND5)

TIMEFRAME (DEFAULT) //10 seg

IF (iC11 AND iC21 AND iC15) AND iTIME THEN
BUY 0.5 CONTRACT AT MARKET
ENDIF

IF (iSC) THEN
SELL AT MARKET
ENDIF

IF (iV11 AND iV21 AND iV15) AND iTIME THEN
SELLSHORT 0.5 CONTRACT AT MARKET
ENDIF

IF (iSV) THEN
EXITSHORT AT MARKET
ENDIF

SET STOP PLOSS iN //11