Thanks for the system, very nice!
I tweaked it a little on 5min timeframe and it gives me better results.
I backtested different options of entries and exits on the basis of your ADX rules and came to following best results:
- Instead of EMA I use Kijun-sen 26. Less whipsaws and catches nices moves.
- Instead of your exit rules I use only trailing stops 1.5 ATR and exit when prices crosses Kijun-sen.