Actually you can ignore the result I attached as I forgot to alter the time settings for the UK. Running it on Wall St hours is better, but not great.

I think the spread is too high to make this work on that ETF.

Hi, that’s a nice way to keep fit!  Here’s one that is optimised on up to 200k dow 1minute. It really  shows if loading it on 1M bars.

defparam cumulateorders = false
defparam preloadbars    = 2000
   
ONCE a1 = 50
ONCE a2 = 40
ONCE a3 = 6
once a4 = 8

once positionsize=1

// excluding trading days
if year=2020 and month=11 and day=3 then // election us
tradeday = 0
elsif month=12 and day=31 then
tradeday = 0
else
tradeday = 1
endif

// strategy
//t and the deviation of the mean:
//t = 0 = average // Simple
//t = 1 = exponentialaverage
//t = 2 = weightedaverage
//t = 3 = wilderaverage
//t = 4 = triangularaverage
//t = 5 = endpointaverage
//t = 6 = timeseriesaverage
//t = 7 = Hull (PRT v11 only)
//t = 8 = ZeroLag (PRT v11 only)
 
P = a1 // p
P1 = a2 // p1
T = a3 // endpointaverage
T1 = a4 // triangularaverage

if barindex > p+1  then
mo = average[p,t](open)
mc = average[p,t](close)
ml = average[p,t](low)
mh = average[p,t](high)
//endif
 
haopen=mo
haclose=(mo+mc+ml+mh)/4
haopen=(haopen[1]+haclose[1])/2
endif
 
HAopen1 = average[p1,t1](haopen)
HAclose1 = average[p1,t1](haclose)

condbuy =HAopen1 Crosses Over HAclose1 and close>totalprice and close[1]<totalprice[1]
condsell=HAopen1 Crosses Under HAclose1 and close<totalprice and close[1]>totalprice[1]

//
ctime = time >= 060500 and time < 215400
ctime = ctime and tradeday

// entry
if ctime then
if condbuy then
buy positionsize contract at market
set stop %loss 0.5
set target %profit 0.75
elsif condsell then
sellshort positionsize contract at market
set stop %loss 0.5
set target %profit 0.75
endif
endif

//
if dayofweek=5 and opentime>=215400 then
sell at market
exitshort at market
endif

//
if positionperf(0)*100>0.4 then
if haclose1 crosses over haopen1  then
exitshort at market
endif

if haclose1 crosses under haopen1 then
sell at market
endif
endif

Thank you very much for sharing this strategy with us, it looks very promising and the overfit risk is really low as log as this is a simple stragegy without indicators (assumming that Heiken Ashi is not an indiciator).

I wonder if it could be interesting to include a vectorial component to this strategy, for example the angle and slope of the crossing between the upper and the lower Heiken Ashi Clould lines in order to avoid false signals when the angle is not big enough. What do you think? I’ll try to program this vectorial Heikin Cloud by myself but as long as my programming skills are very limited, maybe someone wants to take a step ahead and program it by him/herself and could share it whith us.