The “DAX Donchian Breakout” strategy

Hey Doctrading,

I tried your code, optimising the A and V and the RSI period, see below.
Seem to work very promising, but only for one year, from april 2017 to april 2018 It does NOT gain a profit for a period before that period, from april 2016 to april 2017 the net result is zero (1,8 point spread)

This poverly performance further back in the past happen very often with my algo models as well, —> how do you deal with this phenomenon ?
Looking forward for your thoughts,
Thanks, Jan
===============================
Your code optimised with 3 variables, speaks for itself:
//https://www.prorealcode.com/prorealtime-trading-strategies/dax-donchian-breakout-strategy/
// ALLEMAGNE 30
// H1
DEFPARAM CumulateOrders = False

// TAILLE DES POSITIONS
N = 1

// MACD histogramme
iMACD = MACD[12,26,9](close)

// Donchian
// Pour le DAX : A = 9 et V = 7
A= a1//9 default, variable optimization
V = v1//7default, variable optimization

DonchianSupA = highest[A](high)
DonchianInfA = lowest[A](low)
DonchianSupV = highest[V](high)
DonchianInfV = lowest[V](low)
iRSI= RSI[R](close) //4 default, variable optimization
OneTradePerDay = IntradayBarIndex iMACD[1]
ca2 = iMACD >= 0
ca3 = close crosses over DonchianSupA[1]
ca4 = iRSI > 63
ca5 = close >= average[50]
IF ca1 AND ca2 AND ca3 and ca4 and ca5 and OneTradePerDay THEN
buy N shares at market
ENDIF

sell at DonchianInfA stop

// VENTE
cv1 = iMACD < iMACD[1]
cv2 = iMACD <= 0
cv3 = close crosses under DonchianInfV[1]
cv4 = iRSI < 31
cv5 = close <= average[500]

IF cv1 AND cv2 AND cv3 and cv4 and cv5 and OneTradePerDay THEN
sellshort N shares at market
ENDIF

exitshort at DonchianSupV stop