Hi Nicolas and GraHal

I spend the weekend trying to find errors in the code, but it became a “needle-in-a-haystack” exercise. I would appreciate if you would take a look at it and see if you can spot any errors.

By the way: the code works fine in backtesting.

Thanks

JASS

//**********************************************************************************
// Title: A107 Pullback Rev JPN 1M v04
// Chart: JAPAN225 / NIKKEI 1M
// Note: Exploiting one bar pullbacks in steep trending market
//**********************************************************************************

DEFPARAM CumulateOrders = True
DEFPARAM PreLoadBars = 100
DEFPARAM FLATBEFORE = 010000
DEFPARAM FLATAFTER = 073000

//**********************************************************************************
// Variables
//**********************************************************************************

PositionSize = 1
tp = 138 // Target profit
sl = 28 // Stop loss
EMAp1 = 34
EMAp2 = 29
EMAp4 = 41
SMAp2 = 40
SP = 1 // Stochastic Period
v10 = 10 // Stochastic lower line
v90 = 94 // Stochastic upper line
emadiff = 1.95 // EMA difference to ensure steep trend
MOMp = 51 // Momentum period
MOMLv = 40 // Momentum long value
MOMSv = -100 // Momentum short value
PBLp = 25 // Power bar long period
PBSp = 25 // Power bar short period
PBLv = 12 // Power bar long value
PBSv = 33 // Power bar short value
LBL = 20 // Large bar long
LBS = 15 // Large bar short
COSH = 4 // Count of shares

//**********************************************************************************
// Indicators and Math
//**********************************************************************************

// Stochastic
C = Close
HH = Highest[SP](high)
LL = Lowest[SP](low)
K = ((C-LL)/(HH-LL))*100

// EMA
c01 = exponentialaverage[EMAp1](close)

// Momentum
c03 = momentum[MOMp](close)

// SMA
c04 = average[SMAp2](close)

// Power bar long - no powerbar for the last PBLp number of periods before entry
PBL = close - open
IF highest[PBLp](PBL) < PBLv THEN
c13 = 1
else
c13 = 0
ENDIF

// Power bar short - no powerbar for the last PBSp number of periods before entry
PBS = open - close
IF highest[PBSp](PBS) < PBSv THEN
c33 = 1
else
c33 = 0
ENDIF

c05 = abs(c01[0]-c01[1]) > emadiff

c06 = exponentialaverage[EMAp2](((2*close)+open)/3)

c07 = exponentialaverage[EMAp4](((2*close)+open)/3)

//**********************************************************************************
// Entry/exit conditions
//**********************************************************************************

// Enter long conditions
c10 = c01[1] > c01[2]
c11 = countoflongshares < COSH
c12 = c03 > MOMLv

c14 = K[0] < v10

// Exit long conditions
c20 = c04[0] < c04[1]
c21 = close[0]-open[0] > LBL
c22 = c06[0] < c06[1]

// Enter short conditions
c30 = c01[1] < c01[2]
c31 = countofshortshares < COSH
c32 = c03 < MOMSv

c34 = K[0] > v90

// Exit short conditions
c40 = c04[0] > c04[1]
c41 = open[0]-close[0] > LBS
c42 = c07[0] > c07[1]

//**********************************************************************************
// Enter Long
//**********************************************************************************

if c05 and c10 and c11 and c12 and c13 = 1 and c14 then
buy PositionSize contract at market
endif

//**********************************************************************************
// Exit Long
//**********************************************************************************

if longonmarket and (c20 or c21 or c22) then
sell at market
endif

//**********************************************************************************
// Enter Short
//**********************************************************************************

if c05 and c30 and c31 and c32 and c33 = 1 and c34 then
sellshort PositionSize contract at market
endif

//**********************************************************************************
// Exit Short
//**********************************************************************************

if shortonmarket and (c40 or c41 or c42) then
exitshort at market
endif

//**********************************************************************************
// Stops and Targets
//**********************************************************************************

set stop ploss sl
set target pprofit tp

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