By generating strategies I found some bug in order valid setting.
Switching only one day I (2->1) n the settings I get totally different results.
Please see the screens and check the strategy by yourself.
Best regards,
Michal
Type changed from Indicator / Signal to Bug
Status changed from New to Fixed
SL/PT and limit/stop orders were checked against the daily low/high on the bar open instead of close.
The fix is already included in sqx build from other task here https://roadmap.strategyquant.com/tasks/sq4_010388
Sincerely,
Tamas