thankfull holy grail

ahem - were you asking what is the mistake because your EA is so successful?

In your case it might just because you have chosen a 'lucky' data window!

Do you see the first big volume peak between 3882 and 4360? Start your EA right before that peak! I guess your account will be wiped out!

One advice if you close a bunch of orders one by one - you HAVE to count down!

// wrong way: for(cnt6 = 0; cnt6 < abiertas_este_activo6; cnt6++) {
for(cnt6 = abiertas_este_activo6-1; cnt6>=0 ; cnt6--) {
   if ( !OrderSelect(cnt6, SELECT_BY_POS)) { Alert("???"); continue; } // check the outcome of the functions!!
   if(OrderType() == OP_SELL) {
        Alert("cerrando 3");
        OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);
   }
   if(OrderType() == OP_BUY){ 
        Alert("cerrando 4");
        OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);
   } 
}

BTW for historic data you can use "Tickstory Lite" or Birt's "Earview" sccript or "Strategy Quant's Tickdownloader" (google)

I think you did not made a each tick backtest, on M5

7365    Ticks modelados 28234174        Calidad del modelado    n/a

Período4 horas (H4) 

It would have been too long to backtest several years tick  by tick

The tick by tick backtest is usefull for scalper, but for other stategies like M5 strategie, M1 Bars are ok, and the data from  metatrader are sufficient.

edit :

ok this is the problem, i don't know what's the origin of it

Errores de gráficos mal agrupados       666247

Normally an unadjusted martingale does not even survive a year, assuming you´re doubling at every percent of the underlying symbol, e.g. in EURUSD you´d double on every cent of the EUR the last position size - which means you have a progression factor of 2.0, that's real martingale then.

I am curious, which settings you have used? Distance, take profit etc.?

Doerk