Thanks JL!

We changed the code as suggested, but the performance didn't get much better, tbh.
Performance graph looks kinda weird, it's flattish, only in the end it makes a bit of money.

It's strange, because just intuitively it makes sense to trade like this, but maybe we are fooling ourselves when looking at the chart. Or we are not coding it right. It can't be that bad.

Any other idea how to approach this?