DAX Range Breakout Trailing: Pullback-Einstiege mit einem Trailing-Ausstieg

// ============================================================
// DAX Range Breakout Trailing
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Daily
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false
DEFPARAM PreloadBars = 10000

// --- Parameters ---
positionSize = 1          // contracts per trade
skipDay = 1               // day of week with no new entries (1 = Monday)
maxAmplitude = 120        // skip days whose range is wider than this, in points
minAmplitude = 60         // entry levels must be at least this far apart, in points
orderDistance = 7         // entry level offset inside the range, in points
minPullbackPct = 20       // price must pull back this share of the range before a level is set
longTrailPoints = 22      // trailing distance on longs, in points
shortTrailPoints = 21     // trailing distance on shorts, in points

// No trading until the first new session has started.
ONCE sessionStarted = -1

// --- Indicators ---
IF DayOfWeek = skipDay THEN
  dayAllowed = 0
ELSE
  dayAllowed = 1
ENDIF

// Reset the day's levels on the first bar of each session.
IF IntradayBarIndex = 0 THEN
  longEntryLevel = 0
  shortEntryLevel = 0
  longTaken = 0
  shortTaken = 0
  sessionStarted = 1
ENDIF

// Set each entry level once price has pulled back far enough from the range extreme.
IF sessionStarted = 1 AND dayAllowed = 1 THEN
  IF longEntryLevel = 0 OR shortEntryLevel = 0 THEN
    rangeHigh = Highest[IntradayBarIndex + 1](high)
    rangeLow = Lowest[IntradayBarIndex + 1](low)
    rangeSize = rangeHigh - rangeLow
    minPullback = rangeSize * minPullbackPct / 100

    IF rangeSize <= maxAmplitude THEN
      IF shortEntryLevel = 0 AND (close - rangeLow) >= minPullback THEN
        shortEntryLevel = rangeLow + orderDistance
      ENDIF
      IF longEntryLevel = 0 AND (rangeHigh - close) >= minPullback THEN
        longEntryLevel = rangeHigh - orderDistance
      ENDIF
    ENDIF
  ENDIF
ENDIF