I manually backtested my implementation of Batfink on GBP/USD. I think I used the original rules, with these exceptions:
- T4 is 100 pips away from HL
- A re-entry was allowed only if price hit HL again after previous trade was closed
- exit any open trades at 2200 CET
Monthly results (in pips, commission and slippage not included!)
Oct 05: 327
Nov 05: 139
Dec 05: 170
Jan 06: 178
Feb 06: 261
Mar 06: 200
Apr 06: 243
May 06: 368
Jun 06: -63
Jul 06: 315
Aug 06: -141
Sep 06: 250
Oct 06: 337