Yet, despite the fact that some trades are kept open forever the equity curve (the blue thing) is incredibly steady.
This is very difficult to explain as it does not seem to go down.
EDIT: As this rise of the curve starts when the trades which are not closed are entered, you have probably catched some kind of general long-term market movement. I don't know if it is possible to predict or (most likely) just luck. /EDIT
If there's no other mistake the exit conditions should not matter that much as you would always be in profit if you close all your trades manually.

However, I got this one when testing your strategy:

forum run.. assets.......
Walk-Forward Test: forum portfolio 2009..2013
Read forum.fac forum_1.par forum_2.par forum_3.par forum_4.par forum_5.par forum_6.par forum_7.par
Profit 862$ MI 31$ DD 345$ Capital 619$
Trades 966 Win 43% Avg +11.1p Bars 76
AR 94% PF 1.19 SR 0.48 UI 33.3% Error 22%
Generate Chart - please wait... ok

I just changed the test period. Now it looks like a normal strategy

Last edited by blaub4r; 07/22/13 17:58.