Yeah, I need to study that page some more. It's hard, to be honest.
Anyway, my current strategy does have a positive value for Margin some times, and it place trades. But apparently the entry criteria are never met.

Code:
[588: Fri 07.03. 01:00]  93.744
USD/SEK Margin=2997.000 OptimalFLong=0.999 Lots=0
USD/SEK WinTotal=0.000 LossTotal=0.000 Capital=3000
{USD/SEK::s} Short 150@6.452 Entry limit
{AUD/NZD::s} Missed entry 1.0816 after 1 bar
{GBP/USD::l} Missed entry 1.6797 after 1 bar
{GBP/USD::s} Missed entry 1.6848 after 1 bar
{USD/DKK::l} Missed entry 5.402 after 1 bar
{USD/NOK::l} Missed entry 6.009 after 1 bar
{USD/SEK::l} Missed entry 6.424 after 1 bar
{USD/SEK::s} Missed entry 6.453 after 1 bar