I took some time to look this over but I see a fatal flaw with it. I tested with a limit and a stop and when either were hit it would reenter. This issue becomes apparent when looking over Cheeseheads results. Say im running a 50 pip limit and a 25 pip stop. I could get stopped out 3 times and hit one win all on one signal. If I had any suggestions for change it would be.
Limit the system to only place 1 trade per signal.
In addition im a lil foggy on whats up with the trailing stop. Could you give me the break down on how the trailing stop works?
All and all it looks like a nice lil system just keep it simple and it should be fine.