DislikedIbermex and MasterGuru, thank you for explanation. I thought about TP, but in the 2nd screenshot I saw that 2nd deal closed with 500 pips profit (and seems that it was closed not by SL, wasn't it?). I already implemented your method of trailing stop (you may see how this EA accurately move SL on my screenshot). Tomorrow I will add TP.Ignored
In the image attached, I marked in purple where the entry should be, and as you can see, the EA made the entry a few days later, which means a lot pips less gained.
I didn't mentioned, but in my strategy, I was increasing 10% of lot size, every 10% of equity gained, in that way the growth is exponential.
Also, I didn't tell you, that I also make the entries at first time when the new candle is made. I'm living in Mexico and here every day is at 4pm (I guess because is when Tokyo open the stocks market?). So right in that moment, when the new candle is made, I decide to open the position or not...
I realised that the CCI indicator is not that important thing, because I'm just paying attention to the direction of the line (that should 90 to 45 for selling positions). Actually I think it could better deleting CCI on the strategy, and just measuring the close price and the open price of the previous and current candle. I mean, if we are pretending to sell, and the open price of the new candle, is above of the previous closing price, the position shouldn't be opened. If the open price of the current candle is same or less than the previous candle, then that signal is positive ( for selling positions, for buying it should be the opposite).
Hope this works to improve the EA, but so far it works awesome!!