DislikedI have dumped the RSI from this strategy as an entry filter. I was looking at something like the MACD as a filter. If the MACD is -0.2500(or lower)/+0.2500(or higher) then do not enter Buy/Sell orders. I am still working on the MACD parameters.
For fun I optimized the EMA # from 20-420 EMA. For what it's worth 41EMA had the best results and the best (lowest) drawdown. Everything from 33/55 did pretty well.Ignored
Making pips is easy, holding 'em is hard - Pipsopolis