Pathfinder: breakouts a través de niveles mensuales y semanales

// ============================================================
// Pathfinder
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 2 minutes
// ============================================================

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

// --- Parameters ---
positionSize = 1              // base contracts per trade
firstSmoothPeriod = 5         // Wilder average of close
secondSmoothPeriod = 10       // time series average of the first line
thirdSmoothPeriod = 3         // time series average of the second line
trendPeriod = 250             // long SMA trend filter
filterPeriod = 50             // shorter SMA filter
stopLossPct = 5               // protective stop, percent of entry price
takeProfitLongPct = 2         // target for longs, percent
takeProfitShortPct = 1.75     // target for shorts, percent
maxBarsLongWinning = 18       // close a winning long after this many bars
maxBarsShortWinning = 13      // close a winning short after this many bars
maxBarsLongLosing = 30        // close a losing long after this many bars
maxBarsShortLosing = 25       // close a losing short after this many bars
shortSeasonStart = 4          // April, first month of the short season
shortSeasonEnd = 9            // September, last month of the short season
longSizeMultiplier = 2        // long size factor outside the short season
shortSizeMultiplier = 2       // short size factor inside the short season

// State, seeded so every value is defined on the first bar.
ONCE lastWeekBarIndex = 0
ONCE lastMonthBarIndex = 0
ONCE weeklyHigh = 0
ONCE monthlyHigh = 0
ONCE monthlyLow = 0
ONCE takeProfitPct = takeProfitLongPct

// --- Indicators ---
prevDayHigh = DHigh(1)
prevDayLow = DLow(1)

// Previous week's high, taken when a new week starts.
IF DayOfWeek < DayOfWeek[1] THEN
  weeklyHigh = Highest[max(1, BarIndex - lastWeekBarIndex)](prevDayHigh)
  lastWeekBarIndex = BarIndex
ENDIF

// Previous month's high and low, taken when a new month starts.
IF Month <> Month[1] THEN
  monthlyHigh = Highest[max(1, BarIndex - lastMonthBarIndex)](prevDayHigh)
  monthlyLow = Lowest[max(1, BarIndex - lastMonthBarIndex)](prevDayLow)
  lastMonthBarIndex = BarIndex
ENDIF

// Triple-smoothed signal line: Wilder, then two time series averages.
firstLine = WilderAverage[firstSmoothPeriod](close)
secondLine = TimeSeriesAverage[secondSmoothPeriod](firstLine)
signalLine = TimeSeriesAverage[thirdSmoothPeriod](secondLine)

trendMA = Average[trendPeriod](close)
filterMA = Average[filterPeriod](close)

// CurrentMonth is the calendar month the system runs in, not the bar's month.
shortSeason = CurrentMonth >= shortSeasonStart AND CurrentMonth <= shortSeasonEnd

positionProfit = (((close - PositionPrice) * PointValue) * CountOfPosition) / PipSize
barsInTrade = BarIndex - TradeIndex