Hi Funchi, hope you're fine.

From the first tests I collected some interesting data:

1. the strategy only works in trends, while we are currently opening too many positions counter trend.
2. I have to work on a few instruments, so I will reduce the pairs/indexes to a maximum of 10, this to better refine the parameters.
3. For now I'm not using the trailing stop

To solve the main problem of the counter trend I would like to add a 50 EMA, I update the rules in the post post1295539060.html#p1295539060
I resume testing after updating the buy and sell rule.

Thanks Funchi.