[ddole]

I have built this "Catch and Release" strategy into an EA and ran it thru backtest from 1/1/2009 to 10/10/2009. It only generated 10 trade signals using EURUSD - 5 minute bars. I was expecting many more trades... I’m thinking that the problem is I'm using just the previous bar and the bar before that to do ALL of the logic checks (GMMA/EMA Price touch/Stochastics/RSI/Heiken Ashi).
To clarify, I'm using the previous bar to determine
1) 1 pip or more spread between the GMMA lines
2) Heiken Ashi has changed from white to red or red to white (using the bar before the previous for the comparison)
3) Stochastics is below 25 (BUY) or above 70 (SELL)
4) RSI is below 20 (BUY) or above 80 (SELL)
5) Heiken Ashi Bar touches the EMA (20 / 30) lines
If all of this comes into alignment then it generates the appropriate Order (BUY/SELL). But looking at your EXAMPLE pics, it appears that maybe there should be flexibility in how far back the logic can look for the testing of the logic…
So would be safe to say for example - that if 3 bars ago the GMMA lines had a 1 pip or more spread AND 2 bars ago the Sto and RSI were in the right places and on the current bar that Price touches EMA… etc????

Can you also tell me what your preferred timeframe is? Again I ran the test on a M5, maybe M15 or H1 is better…