Robp,
I am looking at wpr, Stochastic, momentum and RSI as well as the other filters. If you have seen some of my other EAs you know I like to use switches to determine what really helps.

If you plot the LSMAs on the hourly chart you will also see where the trade would have entered on that timeframe. With the strong uptrend good profit is achieved. The problem is when the price is in a flat range for an extended period.

Another direction this EA might take is to use the direction of the LSMA instead of the cross. Plot LSMA_in_Color4 80 or 100 on the hourly chart and you will see the potential.

Robert