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Here's what I get with some of the params with optimization. I'm still learning amibroker, and my data isn't the best. I've done it only on the current ASX 300 over 10 years.

If it's any use I can adjust any of the optimizations or details.

The attached file is actual a .zip file renamed to .pdf to get around the file restrictions on the site. So you need to save it and rename.

// The optimize params mean in order default, min value, max value, step

// So HighBreakout will try 5, 10, 15, 20

HighBreakOut = Optimize("HighBreakOut", 10, 5, 20, 5);

ShortEMA = Optimize("ShortEMA", 40, 10, 60, 10);

HighestHigh = Optimize("HighestHigh", 70, 30, 120, 20);

LongEMA = Optimize("LongEMA", 180, 120, 360, 30);

SetOption("CommissionMode", 2); //$$ per trade

SetOption("CommissionAmount", 30);

SetOption("MaxOpenPositions", 10 );

SetOption("InitialEquity", 100000 );

PositionSize = -10; // always invest only 10% of the current Equity

cond1=Cross(H,Ref(HHV(H,HighBreakOut),-1)); // when todays high crosses last highest high over the last 10 periods

cond2=H > EMA(C,ShortEMA); // todays high is greater than the 40 day Exp MA of closes

cond3=HHVBars(H,HighestHigh) == 0; // todays high is the highest for 70 periods

cond4=EMA(V*C,21) > 500000; // ensure at least $500k of money flow

cond5=C < 10.00; // only trading in stocks less than $10

cond6=C > O; // todays close higher than open

// the following line is the trigger if all conditions satisfied

Buy=cond1 AND cond2 AND cond3 AND cond4 AND cond5 AND cond6;

// here we define variables used once in the trade

ApplyStop( stopTypeLoss, stopModePercent, amount=10 );

Sell= Cross(Ref(EMA(L,LongEMA),-1),C); // close crosses below yesterdays average of the low