Thank you Paul, thank you nonetheless, this is looking much more promising given the back test over 1m bars.
Hi nonetheless
I was just going back over this post and wondered if you had continued to play around with this snippet of code to see if it could be improved further since the last post?
Thanks
No, I didn’t take it any further. Have you tried it on other indices?
Thanks. I have only just started which made me check in on this chat to see if anyone had continued testing. Will provide an update after initial testing.