Works best in long only for crypto and precious metals.
My scenario is to present how much you can earn by investing 1000 for full 10 years. Hence, I am using fixed 1000 initial deposit and 100% equity per trade without any pyramiding. This allows us to compare gains to buy and hold.
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Tweaks in parameter values.
Note: Indices and gold does not show any trades due to lesser capital. Increase initial capital to make it work.
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Adding OCA back to avoid multiple order at a time. Add option yearly high low condition to reduce risk
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Add new date filter
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Remove calc_on_order_fills to avoid lookahead warning