I just found this simple strategy on another forum, posted by someone with the name "The7". With some small modifications it was quite successful in a WFO test and gets > 7000 pips annual profit:

Code:
function run()
{
  set(TESTNOW|PLOTNOW|PARAMETERS);
  NumWFOCycles = 8;
  BarPeriod = 1440;

  while(asset(loop("EUR/USD","AUD/USD","USD/CAD"))) 
  {
     var Period = optimize(5,3,15);
     var EMA5H = LowPass(series(priceHigh()),3*Period);
     var EMA5L = LowPass(series(priceLow()),3*Period);

     Stop = (HH(2) - LL(2)) * optimize(1,0.5,5);

    if(priceOpen() > EMA5H && priceClose() < EMA5H && priceLow() > EMA5L)
      enterShort();
    else if(priceOpen() < EMA5L && priceClose() > EMA5L && priceHigh() < EMA5H)
      enterLong();
  }
}



The performance is quite remarkable for such a simple system. Here's the equity curve on a microlot account: