Originally Posted By: trenki2

Is this system any good? How could it be improved. Would you trade it or is it not usable?


I think this is not possible to judge unless we know the whole development process. You could have introduced a bias during the strategy design but we can't possibly know from the code and results only.

Originally Posted By: trenki2

For some reason I also get completely different results when using

Code:
BarPeriod = 60;
TimeFrame = 24;
LookBack = 200;


I dont understand why that is. Using set(TICKS) gives different results again.


I guess it's because the run function is called at the end of every bar. So when changing the BarPeriod the call frequency also changes. The TICKS flag further increases the testing precision as the price curve inside each bar is considered too (not just the OHLC values).