Here is my code with SMA entry. Completely simple trend approach, nothing more. Totally simple. But the performance is amazing.
Optimized over 200000bars
Spread 0.6
German time

///Spread set to 0.6 points

defparam preloadbars = 10000
defparam CUMULATEORDERS = false


possize = 5
pointsp = 35 //points where profit is to be locked in //20 SP500
pointsb = 45 //points where stop is to be taken       //36 SP500
 
fast   = average[20,0](close) //11,4  20,0
medium = average[200,0](close) //13,4  200,0

myRSI = RSI[2](close)
RSIlong  = myRSI crosses over 90 //90...95
RSIshort = myRSI crosses under 10 //5...10

long   = fast > medium
short  = fast < medium

 
// trading window
ONCE BuyTime  = 150000
ONCE SellTime = 220000
 
// position management
IF Time >= buyTime AND Time <= SellTime THEN

If countofposition = 0 then
If long then
BUY possize CONTRACT AT market
EndIf
EndIf
If countofposition = 0 then
If short then
sellshort possize CONTRACT AT market
EndIf
EndIf
endif
 
//Umkehr
If longonmarket and close >= positionprice + pointsp then
If close < close[1] then
SELL AT MARKET
EndIf
ElsIf longonmarket and close <= positionprice - pointsb then //and short
SELLSHORT possize*2 CONTRACT AT MARKET  //*2
EndIf

If shortonmarket and close <= positionprice - pointsp then
If close > close[1] then
EXITSHORT AT MARKET
EndIf
ElsIf shortonmarket and close >= positionprice + pointsb then  //and long
BUY possize*2 CONTRACT AT MARKET  //*2
EndIf

 
//SET STOP pLOSS b
SET TARGET pPROFIT 45 //50
SET STOP %LOSS 2.6

IF Time >= 10000 AND Time <= 150000 THEN

If longonmarket  and (PositionPerf * PositionPrice / PipSize) >= 30 then //35  and time=90000
sell at market
endif
If shortonmarket  and (PositionPerf * PositionPrice / PipSize) >= 25 then  //5  and time=90000
exitshort at market
endif

endif

////morgens
//If longonmarket and time=90000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35
//sell at market
//endif
//If shortonmarket and time=90000 and (PositionPerf * PositionPrice / PipSize) >= 15 then  //5  and dayofweek=x11
//exitshort at market
//endif
//
////mittag
//If longonmarket and time=120000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35
//sell at market
//endif
//If shortonmarket and time=120000 and (PositionPerf * PositionPrice / PipSize) >= 25 then  //5  and dayofweek=x11
//exitshort at market
//endif

//abends
If longonmarket and time=220000 and (PositionPerf * PositionPrice / PipSize) >= 30 then //35
sell at market
endif
If shortonmarket and time=220000 and (PositionPerf * PositionPrice / PipSize) >= 1 then  //5  and dayofweek=x11
exitshort at market
endif

No, in M5.