I tried it for day trading in various x-seconds (2, 6 19, 24, 71) , but they need readjustment every 2 or 3 days. the ones i started 4 days ago still work, but they fail in the simulation at the current date. because of that I added a maximum for the strategy profit and trading time limitation  in some versions, to lower the risk of loosing the gains. some gained 1000$ over night, but the bad trades are mostly really bad. the Friday crash was really bad and took all the gains from the days before.  Also good results with HUF  Hungary 12 cach (13thworrior v1.3 HUF 30min.itf)

Screenshot-256.png 13th-worrior-v.3.4.b-39-sec.itf 13th-worrior-v.3.4.a-2-sec.itf 13thworrior-v1.3-HUF-30min.itf

I couldnt get it going on the standard timeframe , just works fine on the 11 minute and 6 minute time frame. but couldnt simulate longer than 2 months. anybody some ideas how to get it going on a standard timeframe??

///////v.3.1.d 19 sec DOW//////////////////////////////////
//the 13th warrior NIFTY 6min/////////////////
Defparam cumulateorders = false





//Money Management DOW
MM = 1 // = 0 for optimization
if MM = 0 then
positionsize=2
ENDIF
if MM = 1 then
ONCE startpositionsize = 2
accelerator=1.5 //goes parabolic in an extreme volatile market
ONCE factor = 5 // 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 = 55 // DOW €1 IG first tier margin limit
ONCE maxpositionsize = 550 // DOW €1 IG tier 2 margin limit
ONCE minpositionsize = 2 // enter minimum position allowed
IF Not OnMarket THEN
positionsize = round (startpositionsize + Strategyprofit/(factor*margin))*accelerator
ENDIF
IF Not OnMarket THEN
IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then
positionsize = round((((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1)*accelerator //incorporating tier 2 margin
ENDIF
IF Not OnMarket THEN
if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN
positionsize = round (minpositionsize) //keeps positionsize from going below allowed minimum
ENDIF
IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 > maxpositionsize then
positionsize = round (maxpositionsize)// keeps positionsize from going above IG tier 2 margin limit
ENDIF
ENDIF
ENDIF
ENDIF



myOBVn = 5


myCandle = 1



//Heikin Ashi
ONCE haOpen = OPEN
ONCE haClose = CLOSE
N = 0
IF BARINDEX = 0 THEN
haOpen = OPEN
haClose = CLOSE
ELSIF N = 0 THEN
haClose =(OPEN+HIGH+LOW+CLOSE)/4
haOpen =(haOpen[1]+haClose[1])/2
ENDIF

once positionsize     = 1
once tradetype        = 2 // [1]long&short;[2]long;[3]short
 
//========= STRATEGY ===================================
 
//long
c10=low<lowest[2](low[1])
c11=close<low[1]
tradelong = c10 and c11
 
//short////
c20=high>highest[2](high[1])
c21=close>high[1]
tradeshort = c20 and c21




//Candle-Colour from OBV and HA
IF myCandle = 1 THEN
myOBV = OBV(CLOSE)
myAV = Average[myOBVn](myOBV)
IF  myOBV > myAV AND haClose > haOpen and (tradetype=1 or tradetype=2) and tradelong THEN
if not onmarket then
buy positionsize contract at market
set stop loss 41+rsi
set target profit 70+rsi
endif
endif
if myOBV < myAV AND haClose < haOpen and (tradetype=1 or tradetype=3) and tradeshort THEN
if not onmarket then
sellshort positionsize contract at market
set stop loss 43+rsi
set target profit 70+rsi
endif
endif
ENDIF
//%trailing stop function//////////////////////////////////////////////////////////
trailingPercent = .19 //org .26
stepPercent = .0155//org .014
if onmarket then
trailingstart = tradeprice(1)*(trailingpercent/100) //trailing will start @trailinstart points profit
trailingstep = tradeprice(1)*(stepPercent/100) //% step to move the stop
endif
IF NOT ONMARKET THEN
newSL=0
ENDIF
 
//manage long positions/////////////////////////////////////////////////////////////////////
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN
newSL = tradeprice(1)+trailingstep
ENDIF
//next moves
IF newSL>0 AND close-newSL>trailingstep THEN
newSL = newSL+trailingstep
ENDIF
ENDIF
 
//manage short positions/////////////////////////////////////////////////////////////////
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN
newSL = tradeprice(1)-trailingstep
ENDIF
//next moves
IF newSL>0 AND newSL-close>trailingstep THEN
newSL = newSL-trailingstep
ENDIF
ENDIF
 
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF