Inside Day NR2 Squeeze: Ausbruch aus engen Bars

// ============================================================
// Inside Day NR2 Squeeze
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Volatility
// Direction: Long & short
// Timeframe tested: 1 hour
// ============================================================

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

// --- Parameters ---
positionSize = 1          // contracts per trade
narrowLookback = 2        // bar range must be below the lowest range of this many prior bars
bandPeriod = 20           // Bollinger Band width length
squeezeLookback = 17      // band width must be below its lowest of this many prior bars
adxPeriod = 10            // ADX length
adxThreshold = 17         // minimum ADX
fastAtrPeriod = 1         // short ATR that must exceed the longer one
slowAtrPeriod = 9         // longer ATR for that comparison
entryOffset = 1.5         // stop entry distance beyond the bar high / low
atrPeriod = 14            // ATR length for stops, targets and trailing
longTrailAtr = 2.5        // long trailing distance in ATRs
shortTrailAtr = 1.7       // short trailing distance in ATRs
stopAtrMultiple = 2.7     // protective stop in ATRs
targetAtrMultiple = 7.2   // profit target in ATRs

// --- Indicators ---
// Inside bar with the smallest range recently, inside a Bollinger squeeze.
narrowInsideBar = high < high[1] AND low > low[1] AND Range < Lowest[narrowLookback](Range)[1]
bandSqueeze = BollingerBandWidth[bandPeriod](close) < Lowest[squeezeLookback](BollingerBandWidth[bandPeriod](close)[1])
adxValue = ADX[adxPeriod]
atrValue = AverageTrueRange[atrPeriod](close)
longTrailDistance = atrValue * longTrailAtr
shortTrailDistance = atrValue * shortTrailAtr