Breakout Regime Filter: Kanalausbrüche im Aufwärtstrend

// ============================================================
// Breakout Regime Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ============================================================

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

// --- Parameters ---
capitalPerTrade = 10000   // money committed to each trade
channelPeriod = 30        // breakout above the highest high of this many bars
wideExitPeriod = 90       // default exit: lowest low of this many bars
tightExitPeriod = 20      // tighter exit once the trade is well in profit
trendPeriod = 200         // only trade above this moving average
atrPeriod = 5             // ATR length for the profit test
atrMultiplier = 2         // profit in ATRs that switches to the tight exit
maxArmBars = 10           // a breakout stays valid this many bars

// --- Indicators ---
positionSize = capitalPerTrade / close
atrValue = AverageTrueRange[atrPeriod](close)
channelHigh = Highest[channelPeriod](high)[1]
wideExitLevel = Lowest[wideExitPeriod](low)[1]
tightExitLevel = Lowest[tightExitPeriod](low)[1]
regimeUp = close > Average[trendPeriod](close)

ONCE inTrade = 0
ONCE armed = 0
ONCE armAge = 99
ONCE entryPrice = 0