Drop the algorithms and go with actual state of play, in otherwords follow the trend. Trend is broken, you sell. Otherwise you keep moving your stop loss up to run with the momentum. Been trading for years and our records are for all to see, as long as you are disciplined and follow a strategy most trades are going to be winning ones.

Oh my, seems like too many maths traders instead of momentum traders. Stop losses should always and forever be set not on numbers but on momentum trendlines. You’ll save yourself plenty of pain that way and maximise your risk reward scenario.