Hi, anyone knows why backtest missing this entry and exit? I even increased spread on backtest to 8 points to see if it would take the trade, but it didnt.

// Definition of code parameters
DEFPARAM CumulateOrders = false // Cumulating positions deactivated
DEFPARAM preloadbars = 5000
//Money Management
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize=1
ENDIF
if MM = 1 then
ONCE startpositionsize = 1
ONCE factor = 6 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc
ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE tier1 = 200 //  IG first tier margin limit
ONCE maxpositionsize = 2000 //  IG tier 2 margin limit
ONCE minpositionsize = 1 // enter minimum position allowed
IF Not OnMarket THEN
positionsize = startpositionsize + Strategyprofit/(factor*margin)
ENDIF
IF Not OnMarket THEN
IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then
positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 //incorporating tier 2 margin
ENDIF
IF Not OnMarket THEN
if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN
positionsize = minpositionsize //keeps positionsize from going below allowed minimum
ENDIF
IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 > maxpositionsize then
positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit
ENDIF
ENDIF
ENDIF
ENDIF


Ctime = time >= 0 and time < 230000

TIMEFRAME(2 hours,updateonclose)
Period= 460
inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice)
HULLa = weightedaverage[round(sqrt(Period))](inner)
c1 = HULLa > HULLa[1]
c2 = HULLa < HULLa[1]

ST1 = SuperTrend[3.5,7]
c4 = (close < ST1)

ma1 = average[58,4](close)
c6 = ma1 < ma1[1]

//Stochastic RSI | indicator
lengthRSI = 7 //RSI period
lengthStoch = 12 //Stochastic period
smoothK = 10 //Smooth signal of stochastic RSI
smoothD = 2 //Smooth signal of smoothed stochastic RSI
myRSI = RSI[lengthRSI](close)
MinRSI = lowest[lengthStoch](myrsi)
MaxRSI = highest[lengthStoch](myrsi)
StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)
K = average[smoothK](stochrsi)*100
D = average[smoothD](K)
c8 = K<D

TIMEFRAME(30 minutes,updateonclose)
indicator5 = Average[2](typicalPrice)
indicator6 = Average[5](typicalPrice)
c10 = (indicator5 < indicator6)

TIMEFRAME(15 minutes,updateonclose)
mac = average[40,1](close)
c11 = mac > mac[1]
c12 = mac < mac[1]

Periodc= 17
innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice)
HULLc = weightedaverage[round(sqrt(Periodc))](innerc)
c14 = HULLc < HULLc[1]

TIMEFRAME(10 minutes)
indicator4 = SuperTrend[2.5,7]
indicator4a = SAR[0.025,0.025,0.15]
c22 = (close < indicator4) or (close < indicator4a)

TIMEFRAME(5 minutes)
//Stochastic RSI | indicator
lengthRSIa = 11 //RSI period
lengthStocha = 5 //Stochastic period
smoothKa = 11 //Smooth signal of stochastic RSI
smoothDa = 5 //Smooth signal of smoothed stochastic RSI
myRSIa = RSI[lengthRSIa](close)
MinRSIa = lowest[lengthStocha](myrsia)
MaxRSIa = highest[lengthStocha](myrsia)
StochRSIa = (myRSIa-MinRSIa) / (MaxRSIa-MinRSIa)
Ka = average[smoothKa](stochrsia)*100
Da = average[smoothDa](Ka)
c16 = Ka<Da

Periodb= 21
innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice)
HULLb = weightedaverage[round(sqrt(Periodb))](innerb)
c19 = HULLb > HULLb[1]and HULLb[1]<HULLb[2]
c20 = HULLb < HULLb[1]and HULLb[1]>HULLb[2]

// Conditions to enter short positions
IF Ctime and c2 AND C4 AND C6 and c8 and c10 and c12 and c14 and c16 and c20 and c22 THEN
SELLSHORT positionsize CONTRACT AT MARKET
SET STOP %LOSS 1.7
SET TARGET %PROFIT 2.5
ENDIF

//================== exit in profit
If shortonmarket and C11 and c19 and close<positionprice then
exitshort at market
endif

//==============exit at loss
If shortonmarket and c1 and c19 and close>positionprice then
exitshort at market
endif

//%trailing stop function
trailingpercentlong  = .29 // %
trailingpercentshort = .34 // %
stepPercentlong = .006
stepPercentshort = .009
sensitivity = (low+high+close)/3
if onmarket then
trailingstartlong = tradeprice(1)*(trailingpercentlong/100) //trailing will start @trailingstart points profit
trailingstartshort = tradeprice(1)*(trailingpercentshort/100) //trailing will start @trailingstart points profit
trailingsteplong = tradeprice(1)*(stepPercentlong/100) //% step to move the stoploss
trailingstepshort = tradeprice(1)*(stepPercentshort/100) //% step to move the stoploss
endif

//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF
 
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND sensitivity-tradeprice(1)>=trailingstartlong THEN
newSL = tradeprice(1)+trailingsteplong
ENDIF
//next moves
IF newSL>0 AND sensitivity-newSL>trailingsteplong THEN
newSL = newSL+trailingsteplong
ENDIF
ENDIF
 
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(1)-sensitivity>=trailingstartshort THEN
newSL = tradeprice(1)-trailingstepshort
ENDIF
//next moves
IF newSL>0 AND newSL-sensitivity>trailingstepshort THEN
newSL = newSL-trailingstepshort
ENDIF
ENDIF
 
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF

//************************************************************************
IF shortonmarket and barindex-tradeindex>415 and close>positionprice then
exitshort at market
endif
//=============================================
if shortonmarket and abs(open-close)<1 and low[1]>low and close-low>16 and close<positionprice then
exitshort at market
endif
//===================================
myrsiM5=rsi[14](close)
if myrsiM5>60 and barindex-tradeindex>1 and shortonmarket and close<positionprice then
exitshort at market
endif

// ---------   US DAY LIGHT SAVINGS MONTHS      ---------------- //
mar = month = 3 // MONTH START
nov = month = 11 // MONTH END
IF (month > 3 AND month < 11) OR (mar AND day>14) OR (mar AND day-dayofweek>7) OR (nov AND day<=dayofweek AND day<7) THEN
USDLS=010000
ELSE
USDLS=0
ENDIF

once shortStep = 0
once openStrongLong = 0
if not onmarket or (time <= 143000 - USDLS and time >= 210000 - USDLS) then
shortStep = 0
openStrongLong = 0
endif

//detect strong direction for market open
once rangeOK = 50
once tradeMin = 500
IF (time >= 144000 - USDLS) AND (time <= 144000 + tradeMin - USDLS) THEN
openStrongLong = close > open AND close - open > rangeOK
ENDIF

once bollperiod = 20
once bollMAType = 1
once s = 2
once BollLevel = 90
once BollSR = 50

bollMA = average[bollperiod, bollMAType](close)
STDDEV = STD[bollperiod]
bollUP = bollMA + s * STDDEV
bollDOWN = bollMA - s * STDDEV
IF bollUP = bollDOWN THEN
bollPercent = 50
ELSE
bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)
ENDIF

//Market spike up
IF shortonmarket AND shortStep = 0 AND bollPercent > BollLevel THEN
shortStep = 1
ENDIF
//Market slowly come down
IF shortonmarket AND shortStep = 1 AND bollPercent < 100 - BollLevel THEN
shortStep = 2
ENDIF
//Market still go back to bullish and supported after strong bull open, exit
IF shortonmarket AND shortStep = 2 AND bollPercent > BollSR AND openStrongLong THEN
exitshort at market
ENDIF

once trendPeriod = 70
once trendPeriodResume = 30
once trendGap = 3
once trendResumeGap = 6
if not onmarket then
fullySupported = 0
endif
//Market supported in the wrong direction
IF shortonmarket AND fullySupported = 0 AND summation[trendPeriod](bollPercent > 50) >= trendPeriod - trendGap THEN
fullySupported = 1
ENDIF

//Market pull back but continue to be supported
IF shortonmarket AND fullySupported = 1 AND bollPercent[trendPeriodResume + 1] < 0 AND summation[trendPeriodResume](bollPercent > 50) >= trendPeriodResume - trendResumeGap THEN
exitshort at market
ENDIF

//Started real wrong direction
once strongTrend = 70
once strongPeriod = 6
IF shortonmarket and openStrongLong and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent > strongTrend) = strongPeriod then
exitshort at market
ENDIF
 

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