Thanks for your reply.

Here's the rules (this works best on 5M and 15M):

Long:
If the close of the current bar and the preceding bar are both lower than close -3, buy at the close.

Short:
If the close of the current bar and the preceding bar are both higher than
close -3, short at the close.

Exits:
There is no S/L or T/P. Close any open trade at the close of the current bar, regardless of P/L.
As you can see you will sometimes be opening and closing trades simultaneously.

This has over a 50% win rate with the average profit exceeding the average loss after testing over an 8 year period using 1M bars. Very linear EQ curve.

Any help appreciated.
Thanks again,
WNW