hey simon.....have you monitered those indicators closely.... anytime a decision is based on 'highesthigh' or 'lowestlow' it almost invariably will be subject to change.... therefore the buy or sell signal is far less trustworthy....
when the markets are in full swing, place those indicators on a 1 minute chart and immediately place a check when the signals appear.... odds are many signals will move.... h
LowestLow = Low[Lowest(NULL,0,MODE_LOW,RangePeriods,pos)];
HighestHigh = High[Highest(NULL,0,MODE_HIGH,RangePeriods,pos)];
if (HighestHigh-LowestLow<0.1*Point)HighestHigh=LowestLow+0.1*Poin t;
GreatestRange=HighestHigh-LowestLow;
MidPrice = (High[pos]+Low[pos])/2;