Step by step I advanced to point where I do not understand why I get these results.
Until now I only used the Strategy wizard.
My idea was to implement a 15 minute breakout strategy test. I want to take the highest high and lowest low of the first 15 minutes, and if the breakout occurs within the next 5 minutes, enter a long or short position respectively.
In the attachments one can see, that the strategy obviously takes a long position where it shouldn't. This strategy is so easy, I don't understand what I can do wrong.
I just check on bar after the other if there is a new high (or low), then save it in a variable and use this variable afterwards for comparison.
Can anyone give me a hint? What am I overlooking.
Best regards,
Stefan Jung
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