Speaking from experience with his step 3 regarding future leak, Ami like most backtesters have a way of referencing back bars and if you are not careful you could be looking into the future. Something as simple as PreviousBar = ref(close, 1) means you are looking into future bar vs. Ref (close, -1). .. great for backtest.. horrific for real trading.
An even worse mistake is mixing timeframes where you have 10 m bars interspersed with daily bars... that is a donnybrook to debug
