Glad to see I'm not I'm not completely losing my mind on this one laugh

Sure. Here it is. The above results were obtained on EURUSD. It was actually a strategy another member here posted (sdh309795gaas for full disclosure). The WRC code is in place and commented out:

Code:
function run()
{
	//settings
	set(PLOTNOW);
	StartDate = 2010;
	EndDate = 2015;
	BarPeriod = 240; 
	NumWFOCycles = 8;

		//permute the curve for WRC
		/*if(Test) {
			Detrend = SHUFFLE;
			NumTotalCycles = 1000;
		}*/

	//PriceSeries
	vars Price = series(price());

	//Indicator variables
	var ATR_multi = 1; 
	var ATR_period = 100;
	var LP_period = 10;

	//ATR Bands
	vars middle = series(LowPass(Price,LP_period));
	vars upperATR = series(LowPass(Price,LP_period)+ATR_multi*ATR(ATR_period));
	vars lowerATR = series(LowPass(Price,LP_period)-ATR_multi*ATR(ATR_period));

	//TradeManagement
	TakeProfit = middle[0];
	EntryTime = 1;

	//TradeLogic
	Entry = -lowerATR[0];
	reverseLong(1);

	Entry = -upperATR[0];
	reverseShort(1);

	//plot 
	plot("upperATR",upperATR,MAIN,GREY);
	plot("lowerATR",lowerATR,MAIN,GREY);
}

//white's reality check (from Alice4b script)
/*function evaluate()
{
	var TestProfit = 1560;
	static int Count = 0;
	if(Balance > TestProfit)
		Count++;
	
	var Bucket = floor(Balance/25);
	plotBar("Profit",Bucket,25*Bucket,1,SUM+BARS+LBL2,RED);	

	if(TotalCycle == NumTotalCycles) {
		var Probability = (100.*Count)/NumTotalCycles;
		printf("n-------------------------------------------");
		printf("nReality Check: %.1f%% Random Probability",Probability);
		if(Probability <= 1)
			printf("nSystem result is significant");
		else if(Probability <= 5)
			printf("nSystem result is possibly significant");
		else 
			printf("nSystem result is not statistically significant");
		printf("n-------------------------------------------");
	} 
}*/



Looking forward your insight on this one! grin

Cheers,
BobbyT

EDIT: run on Zorro v1.58

Last edited by BobbyT; 07/31/17 18:07.