In the 2 weeks that I’ve been running it, the first trades were 12700, 12687, 12691 within 16 minutes between the first and last (Dec 21).

The second entries were 12681, 12706, 12715 about 40 minutes apart (dec 24).

Then one position opened on the 29th at 12914, still open.

Is that what you’ve got?

Judging from previous versions, this seems typical. If the entries were more widely spaced then either you’d be buying at a much worse price, or it’s fallen so far that the broader conditions are no longer met – in which case it may well be a losing trade and you’ll be pleased that there’s only one entry.

I’m talking about

1. NAS-2m-HULL-SAR-v5.3L.itf

which is long only. Which algo are you running?

Also, did you adjust the Ctime settings for Sweden?

v3b.3 was developed with just a 1 year backtest, so I wouldn’t recommend.

v5.3L is built on 6 years of data 75/25 so should be more reliable (in theory) and making it Long only improved performance dramatically. If you’re on GMT then it should be good to go with no changes.

Hi @Paul, I’ve been working on an ATR TS version of this in combination with your breakeven code but I’m finding that it doesn’t want to move the stop. This is the code I’m using:

// break even stop incl. cumulative positions
once enablebe = 1
if enablebe then
//====================
once besg = 0.3 //% break even stop gain
once besl = 0.04 //% break even stop level (+ or -)
besensitivity = 2 // [1] default [2] hl [3] lh [4]typicalprice(not use once)
//====================
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
benewsl=0
mypositionpricebe = 0
endif
positioncountbe = abs(countofposition)
if benewsl > 0 then
if positioncountbe > positioncountbe[1] then
if longonmarket then
benewsl = max(benewsl,positionprice * benewsl / mypositionpricebe)
else
benewsl = min(benewsl,positionprice * benewsl / mypositionpricebe)
endif
endif
endif
if besensitivity=1 then
besensitivitylong=close
besensitivityshort=close
elsif besensitivity=2 then
besensitivitylong=high
besensitivityshort=low
elsif besensitivity=3 then
besensitivitylong=low
besensitivityshort=high
elsif besensitivity=4 then
besensitivitylong=typicalprice
besensitivityshort=typicalprice
endif
if longonmarket then
if besensitivitylong-positionprice>=((positionprice/100)*besg)*pointsize then
benewsl=positionprice+((positionprice/100)*besl)*pointsize
endif
endif
if shortonmarket then
if positionprice-besensitivityshort>=((positionprice/100)*besg)*pointsize then
benewsl=positionprice-((positionprice/100)*besl)*pointsize
endif
endif
if barindex-tradeindex>1 then
if longonmarket then
if benewsl>0 then
sell at benewsl stop
endif
if benewsl>0 then
if low crosses under benewsl then
sell at market
endif
endif
endif
if shortonmarket then
if benewsl>0 then
exitshort at benewsl stop
endif
if benewsl>0 then
if high crosses over benewsl then
exitshort at market
endif
endif
endif
endif
mypositionpricebe = positionprice
endif

but if you look at the attached image, the stop should have moved when the price hit 12878.3, no?