Yes, I included that, as well as BarMode = BR_NOSHIFT+BR_SLEEP; I will update the main post with the new code however it is still far from producing the performance promised by the paper I think the VWAP calculation is still off, probably something to do with the calculations being made between regular and after market hours.

Also, the last trade being made is at 3:30 PM instead of closing at the market's close since if I set the close at the market's close it won't register.