Yes, that's the optimized version with 3x higher profit:

Code:
function run()
{
	BarPeriod = 240;
	StartDate = 2006;
	NumYears = 7;
	NumWFOCycles = 12;
	set(PARAMETERS|TESTNOW);
	
	var *Price = series(price());
	var *LP5 = series(LowPass(Price,5));
	var *LP10 = series(LowPass(Price,optimize(10,6,20))); 
	var *RSI10 = series(RSI(Price,10)); 
	Stop = optimize(5,1,10)*ATR(30);
	int Delay = 3; 
	
	static int crossed = 0;
	if(crossOver(LP5,LP10))
		crossed = Delay;
	else if(crossUnder(LP5,LP10))
		crossed = -Delay;
		
	if(crossed > 0 && crossOver(RSI10,50)) {
		enterLong();
		crossed = 0;
	} else if(crossed < 0 && crossUnder(RSI10,50)) {
		enterShort();
		crossed = 0;
 	} else
		crossed -= sign(crossed);
}



Equity curve:


Last edited by jcl; 09/24/12 14:38.