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Help with my mean reversion forex algo sell signals

Can someone help me with my liquidate order signal..specifically my highvector lowvector values. based on my overlay plot, it shows i'm going long or short several times , and then liquidating once. 

i only want it to enter 1 trade at a time then if invested , liquidate trade based on the conditions.\

but when i look at the trade history tab it shows that i'm going long or short 1 at a time correctly, then getting stopped out a lot. so i think my highvector and lowvector percentages are too..conservative..should i use pips? 

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For you buy and liquidate condition:

place market sell order if (self.fast.Current.Value * 0.9995) < self.slow.Current.Value

With long position and if (self.fast.Current.Value * 0.9994) < self.slow.Current.Value: Liquidate()

With short position and if (self.fast.Current.Value * 1.005) > self.slow.Current.Value: Liquidate()

Most of your StopMakretOrders are cancelled. Lots of short open positions left. At the same time step, the probability that  " fast*0.9995 < slow < fast*1.005 " is high. If you set a higher range for example [0.9, 1.1]. It's even more likely to satisfy the condition 

" fast*0.9 < slow < fast*1.1 ". You'll get more trades with buy order fill followed by a liquidate order fill immediately. You should think about if your liquidation condition is logical.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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