Time to share, compare and develop profitable systems together!
Here is one that I have been working, if need be let's analyze it and improve it for our beneficial use. Check to see if BT mirrors actual trades in Saved function.
216a Intraday
{Intraday entry} Bar[Close,15] > (Bar[Close,15,1]*1.01) {buy on candle close if this 15 min candle closes 1% higher than the last 15min candle }
{Intraday exit} Bar[Close,1] < (Bar[Open,D]*.98) OR Bar[Close,1] > (Bar[Open,D]*1.08) OR EntryShares * Bar[Close,D] <= (EntryShares * EntryPrice) - 1000 OR (Bar[Hour,1] * 100 + Bar[Minute,1] >= 1550) OR {True at end of period} ( (Bar[Minute,1]=14 AND Bar[Second,1]>55 AND Bar[Second,1]<=59)OR (Bar[Minute,1]=29 AND Bar[Second,1]>55 AND Bar[Second,1]<=59)OR (Bar[Minute,1]=44 AND Bar[Second,1]>55 AND Bar[Second,1]<=59)OR (Bar[Minute,1]=59 AND Bar[Second,1]>55 AND Bar[Second,1]<=59) )
May 1 -Jn 16 ,2009 P/L $38573.70 378/210 64.29 2.04( profit factor) largest loser $1285 MaxDraw -1735
with True @ end of period added same as above
P/L $38573.70 378/210 64.29 2.04( profit factor) largest loser $1285 MaxDraw -1735
I am testing this in Saved function, ultras, 500 shares.
Apr 1 -Jn 16, 2009
P/L $88238.20 798/440 64.46 2.09 ( profit factor) largest loser $1590 MaxDraw -2049
March 1 Jn 16, 2009
P/L $418737.80 1451/706 67.27 3.90( profit factor) largest loser $2735 MaxDraw -1100
No BS Only $ucce$$ !