Thank you!
One more problem. Here is my overview. I think i´ve done what you say and i added the logical closing:
the trades starts from the bottom or upper band exit on the MA and the trades starts from the MA exit on the bottom or upper band
I hope this is right?!
But in the backtest with the defauflt data settings from 07.06.10 unitl 10.09.10 in the 5min chart only 43 sent orders and 24 executed orders are listed?!
Logic
Opening (Entry Signal)
Open a new long position at the beginning of the bar when all the following logic conditions are satisfied:
the bar opens above the Lower Band of Bollinger Bands* (Simple, Close, 20, 2,00) after the previous bar has opened below it; and
the bar opens above the Moving Average* (Simple, Close, 20, 2) after opening below it; and
this is the first entry during the bar.
Open a new short position at the beginning of the bar when all the following logic conditions are satisfied:
the bar opens below the Upper Band of Bollinger Bands* (Simple, Close, 20, 2,00) after the previous bar has opened above it; and
the bar opens below the Moving Average* (Simple, Close, 20, 2) after opening above it; and
this is the first entry during the bar.
Closing (Exit Signal)
Close an existing long position at the end of the bar when at least one of the following logic conditions is satisfied:
the bar closes above the Upper Band of Bollinger Bands (Simple, Open, 20, 2,00); or
the bar closes above the Moving Average (Simple, Close, 20, 2).
Close an existing short position at the end of the bar when at least one of the following logic conditions is satisfied:
the bar closes below the Lower Band of Bollinger Bands (Simple, Open, 20, 2,00); or
the bar closes below the Moving Average (Simple, Close, 20, 2).
Handling of Additional Entry Signals**
Entry signal in the direction of the present position:
No averaging is allowed. Cancel any additional orders which are in the same direction.
Entry signal in the opposite direction:
No modification of the present position is allowed. Cancel any additional orders which are in the opposite direction.
Trading Size
Always trade a constant number of lots.
Opening of a new position - 0,1 lots.
Permanent Protection
The Permanent Stop Loss limits the loss of a position to 31 pips per open lot (plus the charged spread and rollover).
The strategy does not use a Permanent Take Profit.