I found another trending system funnily enough called Huck Loves Her Bucks which can be seen here on babypips. http://forums.babypips.com/free-forex-trading-systems/39293-huck-loves-her-bucks-system.html

I have used all of the rules except for the profit & stop rules posted. I tried to incorporate them but when I did it made the results worse. This could of been however because of my poor coding. Anyway here is the code & results if anyone wants to play with it further without the profit & stop rules.

Quote:

function run()
{
BarPeriod = 240;
StartDate = 2006;
NumYears = 7;
NumWFOCycles = 12;
set(PARAMETERS|TESTNOW);

asset("EUR/USD");

var *Price = series(priceClose());
var *EMA10 = series(EMA(Price,optimize(10,5,20)));
var *EMA20 = series(EMA(Price,optimize(20,10,40)));
var Stoch50 = Stoch(optimize(14,10,20),optimize(3,1,5),MAType_SMA,optimize(3,1,5),MAType_SMA);

static int crossed = 0;
int Delay = optimize(3,1,5);
if(crossOver(EMA10,EMA20))
crossed = Delay;
else if(crossUnder(EMA10,EMA20))
crossed = -Delay;

if(crossed > 0 && Stoch50 > 50 && Stoch50 < 80) {
enterLong();
crossed = 0;
} else if(crossed < 0 && Stoch50 < 50 && Stoch50 > 20) {
enterShort();
crossed = 0;
} else
crossed -= sign(crossed);
}


Quote:

Annual return 147%
Profit factor 2.37 (PRR 1.85)
Sharpe ratio 1.34
Kelly criterion 1.21
OptimalF .068
Ulcer index 5%
Prediction error 39%