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Trendnomics is right. I get similar results. This gets you in the ballpark.

Optimize("MC run #", 10, 1, 2000, 1);

PositionScore = Random();

PosQty = 50;

PosSize = 2000;

SetOption("CommissionMode", 1);

SetOption("CommissionAmount", 0.1);    // 0.1% some brokers, not Commsec

SetOption("InitialEquity", 100000);

SetOption("MaxOpenPositions", PosQty);

SetPositionSize( PosSize, spsValue);

 

SetTradeDelays (0,0,0,0);

Buy = 1;

BuyPrice = O;

Sell = 0;

SellPrice = C;

ApplyStop(stopTypeNBar, stopModeBars, 20, exitatstop = 0, 0);

I didn't spend any time optimising the only parameter used. Didn't wait for 2000 MC runs either.

Would be a waste of time, a system that can pick any ASX microcap in this type of market.