When the right conditions are met, it simply looks for a profit of 5 ticks. Strategy Analyzer determined that the best results were yielded when the Stop Loss was set to 8 ticks.
I've now tested the strategy settings on a playback connection, and it's giving me ~20% win rate rather than the ~80% win rate the back test showed. The problem is that the bar does fill the profit target, but most of the time a little later on into the bar.
Can this be solved by switching the Strategy to an Calculate.OnPriceChange method instead of OnBarClose?
My first idea was just to increase the stop loss. This fixed some of the bars, but then the the result of the strategy remains a loss because of the now larger stop loss.
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