Bollinger Trend Catcher: ein Pullback-Einstieg pro Trend

// ============================================================
// Bollinger Trend Catcher
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 10 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1          // contracts per trade
startCapital = 10000      // starting equity for the equity curve filter
equityCurvePeriod = 250   // SMA length of the equity curve
fastPeriod = 20           // entry and final exit average
midPeriod = 50            // average that arms the exit
trendPeriod = 200         // trend average the bands are compared with
bandPeriod = 42           // length of the log-price exponential bands
bandWidth = 2.4           // band width in standard deviations
seedPeriod = 3            // SMA used to seed the bands on early bars
stopLossMoney = 40        // protective stop in account currency
takeProfitMoney = 130     // profit target in account currency

// State: one trade per trend, and a staged exit.
ONCE longTrendUsed = 0
ONCE shortTrendUsed = 0
ONCE longExitStage = 0
ONCE shortExitStage = 0
ONCE logEma = 0
ONCE logVariance = 0

// --- Indicators ---
// Only trade while equity is at or above its own moving average.
equity = startCapital + StrategyProfit
equityCurve = Average[equityCurvePeriod, 0](equity)
equityOk = BarIndex < equityCurvePeriod OR (BarIndex > equityCurvePeriod AND equity >= equityCurve)

fastMA = Average[fastPeriod](close)
midMA = Average[midPeriod](close)
trendMA = Average[trendPeriod](close)

// Exponential bands on log price.
logPrice = LOG(CustomClose)
emaAlpha = 2 / (bandPeriod + 1)
IF BarIndex < bandPeriod THEN
  logEma = Average[seedPeriod](logPrice)
ELSE
  logEma = emaAlpha * logPrice + (1 - emaAlpha) * logEma
ENDIF
logError = logPrice - logEma
errorSquared = SQUARE(logError)
IF BarIndex < bandPeriod + 1 THEN
  logVariance = errorSquared
ELSE
  logVariance = emaAlpha * errorSquared + (1 - emaAlpha) * logVariance
ENDIF
logStdDev = SQRT(logVariance)
upperBand = EXP(logEma + (bandWidth * logStdDev))
lowerBand = EXP(logEma - (bandWidth * logStdDev))