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I've implemented the code you sugest on this version.
It's very strange but the behavor is very different when use longs only or shorts and longs. The following images are take from the three situations possible: Longs and Shorts, Only Longs and Only Shorts, for the same period. As you can see there are something very wrong on the shorts positions. I'll try to figure out this big bug.
Meanwhile here is the EA, maybe someone can run some tests on it.
roger
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