Hi acid,
blaub4r is already into programming .-)
Well, with Zorro, that's the only sane approach. Especially with simple strategy like this. Where you can expect tens of forum pages elsewhere, lamenting and tweaking this and that, a real Zorro coder codes and backtests it and either discards it or improves it in the next half an hour or less.
About the Exit strategy i found something on another page. It should be near the last high/low or S/R or whatever makes you fear to stay in the trade :-)
Nah, say it in code. Or be nice to blaub4r.
