@GraHal Yes results go down. Maybe it’s because it’s calculated correctly unfortunately? I’am still not sure.
Here’s a test update to the existing version. Basics is the same but it tests various ways of entries (and the original) with the minimum distance in mind. DAX 1 hour timeframe (100k bars) and this with spread=4 because the time of entry is expensive!
To cover a bit the minimum distance, I put breakpoint=5 and with the original settings it has the best results. No trend detection yet. (entrytype=1, barnumber=3)
If going for stoploss 2% instead of 1, results increase more.
