I have found from experience, that there are just certain historical periods, that no Algo can deal with, this is why they are still manually guided and optimised on the fly.
It would seem that the only real variables that need to be change here are:
 Purchase % Buy = +3.7% Sell = .-.75%
 Look back should be 7-14 days
 Range should be around 325 days
There is also the additional main governing factor, and that is the price bandwidth (range) as not all price action i.e. Bollinger bands, ATR, CCI, and the its many forms are the same for each position and I have found the optimization of this range paramount, as the scale of volatility does cycle and vary.
Hope this helps, Michael