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I managed to get your code up and running, but after backtesting it for days, weeks, and a final test of 2 years, I'm seeing positive but very small results. These range from $100s to a max cap of $10ks. Nowhere near the numbers I'm seeing from your screenshots.
I've configured the time zones and adjusted my parameters, even messed around with them.
Furthermore, it's not giving me any results on my Ninjatrader when I set the data series to minutes (as you suggested).
Would you happen to know what the case is here?
Thanks
Can you help answer these questions from other members on NexusFi?