DislikedTherefore, I am thinking to add a new condition which is Close[0] is not more than 20 pips above EMA(5,close) in case of long and not more than 20 pips below EMA(5,close) in case of short.
I believe this will not affect number of trades dramatically. but rather will improve profitability further.
Any suggestions and thoughts?Ignored
I personally use ATR to define the values.