I appreciate your hard work. I will try with Amibroker or some one can run on Tradestation back test. From 05/11 your figures do not match with 2SMA on daily chart signal, it is showing negative results when It should be showing positive or may be I am missing some thing. On other short dates when there should be profit it is showing losses e.g. 6/6 to 6/13 period.
I do think it does need some other indicator or stop losses other wise it will drain one’s mind. CCI 48 on 15 min will give better results. Farooq