I backtested it (excl spread) and it had good results (8% gain during 2 sept – 13 sept), see attachment

What did happen was that is created in backtesting many small orders which are not generated if you are in auto trading. So this is lowering the result if you test with spread.

So i adjusted the stop loss (see code below)

I just run it now in auto trading (demo environment) with good results so far (see attachment).

Keep you posted after the opening to at 15:30 CET

DEFPARAM CumulateOrders = FALSE

// Russell 2000
// Timeframe 1 min

// INPUT

STARTTIME = 000000

ENDTIME = 220000

EURO = 1.10989

EXPOEURO = 7500

PRO = 0.04
LOS = 0.2

// CALCULATIONS

MAXLOSS = ((EXPOEURO / 100) * -5)

EXPOSURE = (EXPOEURO * EURO)

TRAIL = LOS * (EXPOSURE /100)

NUMBEROFCONTRACTS = (EXPOSURE / Open ) * (1 / POINTVALUE)

// CONDITIONS

NOTTRADING = not onmarket
WINDOW = currenttime >= starttime and currenttime <= endtime
SAMEBAR = tradeindex = barindex
OTHERBAR = tradeindex < barindex
MOREPROFIT = strategyprofit >= strategyprofit[1]
LESSPROFIT = strategyprofit < strategyprofit[1]
NOPROFIT = strategyprofit = 0
LASTLONG = longonmarket[1]
LASTSHORT = shortonmarket[1]

CURRENTshort = (Average[20](close) >= Average[50](close))
CURRENTlong = (Average[20](close) < Average[50](close))

FIRSTORDER = NOTTRADING and window and NOPROFIT

CONTINUELONG = NOTTRADING and window and OTHERBAR and MOREPROFIT and LASTLONG
SWITCHLONG = NOTTRADING and window and OTHERBAR and LESSPROFIT and LASTSHORT
SWITCHSHORT = NOTTRADING and window and OTHERBAR and LESSPROFIT and LASTLONG
CONTINUESHORT = NOTTRADING and window and OTHERBAR and MOREPROFIT and LASTSHORT

CONTINUESAMEBAR = NOTTRADING and window and SAMEBAR

CONTINUELONGINBAR = CONTINUESAMEBAR and CURRENTLONG
CONTINUESHORTINBAR = CONTINUESAMEBAR and CURRENTSHORT

if not firstorder and not continuelong and not switchlong and not switchshort and not continueshort and not continuelonginbar and not continueshortinbar then
CONTINUELONG = NOTTRADING and window and OTHERBAR and CURRENTlong
CONTINUESHORT = NOTTRADING and window and OTHERBAR and CURRENTshort
endif


if FIRSTORDER or CONTINUELONG or SWITCHLONG or CONTINUELONGINBAR then

Buy NUMBEROFCONTRACTS CONTRACTS AT MARKET

endif

if SWITCHSHORT or CONTINUESHORT or CONTINUESHORTINBAR then

SELLSHORT NUMBEROFCONTRACTS CONTRACTS AT MARKET

endif

if strategyprofit < MAXLOSS then
QUIT
endif

// STOPS

SET STOP $TRAILING TRAIL

SET TARGET %PROFIT PRO

//graph window
//graph NOTTRADING
//graph OTHERBAR
//graph SAMEBAR
//graph MOREPROFIT
//graph LESSPROFIT
//graph LASTLONG
//graph LASTSHORT
//graph FIRSTORDER
//graph CONTINUELONG
//graph SWITCHLONG
//graph CONTINUELONGINBAR
//graph SWITCHSHORT
//graph CONTINUESHORT

Screen-Shot-2019-09-13-at-2.46.41-PM.png Screen-Shot-2019-09-13-at-2.45.39-PM.png

Hi Robert,

Sure, next time I will take notice of this.

I am running the earlier mentioned script in demo since 13:00 CET and have very good results, see attachment (Russell 2000 timeframe 1 min)

93% winning trades

gain / loss ratio : 2.37

Doing good in short and long positions.

Take again for your help.

Greetings Hubert

Screen-Shot-2019-09-13-at-5.14.05-PM.png