Hello all, this is the latest version of my reversion bars strategy on GBPUSD, it has been optimized and its running better, also i have backtested on 100000. If anyone want to kindly backtest this strategy on 200000 bars, be my guest and please share the results =D =D Thanks and good trading

defparam cumulateorders = false

MyEMA = ExponentialAverage[36](close)
nbar = 4

//Volatility Filter://

//FDI (fractal dimension index)

N = 33

once fdi=undefined

if barindex >= n-1 then
diff=0
length = 0
pdiff = 0
hh=0
ll=0
FDI=0
HH = highest[N](close)
LL = lowest[N](close)

for Period = 1 to N-1 do
if (HH - LL) > 0 then
diff = (customclose[Period] - LL) / (HH - LL)
if Period > 1 then
length = length + SQRT(SQUARE(diff - pdiff) + (1 / SQUARE(N)))
endif
pdiff = diff
endif
next

if length > 0 then
FDI = 1 + (LOG(length) + LOG(2)) / LOG(2 * (N))
else
FDI = 0
endif
endif

positionsize = 1

C4 = MyEMA CROSSES OVER CLOSE
C3 = BARINDEX - TRADEINDEX = NBAR
C5 = close CROSSES UNDER MyEMA

//Enter long positions

IF not longonmarket and open > close[1] and C4 and FDI<1.5 THEN
BUY positionsize LOT AT MARKET nextbaropen
ENDIF

//Exit long positions

If LongOnMarket AND C3 THEN
SELL AT MARKET
endif

//Enter short positions

IF NOT ShortOnMarket AND open < close[1] and C5 and FDI<1.5 THEN
SELLSHORT positionsize LOT AT MARKET nextbaropen
ENDIF

// Exit short positions

IF ShortOnMarket AND C3 THEN
EXITSHORT AT MARKET
endif

//Stops
//set stop $loss 60

gbpusd-v-backtest-1500402490clp84.jpg