Range Breakout And Fakeout : trader les deux côtés du range de la veille

// ============================================================
// Range Breakout And Fakeout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 4 hours
// ============================================================

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

// --- Parameters ---
startingCapital = 3000        // account size used for risk sizing
riskPct = 0.5                 // percent of equity risked per trade
maxRangePoints = 150          // skip days when yesterday's range is wider than this
minRangePoints = 20           // skip days when yesterday's range is narrower than this
targetRangeMultiple = 1.5     // profit target as a multiple of yesterday's range
rangeMarginFraction = 0.1     // entry levels sit this fraction of the range inside and outside each edge
stopMarginMultiple = 2        // stop loss as a multiple of that margin
minStopPoints = 6             // floor for the stop loss
orderOffset = 1               // extra points added to stop entries
blockedDay = 5                // no new trades on this weekday (Friday)

// Once-per-day entry flags, one per entry level
ONCE lowerEdgeLongDone = 0
ONCE upperEdgeShortDone = 0
ONCE upperBreakLongDone = 0
ONCE lowerBreakShortDone = 0
ONCE tradingAllowed = 0

// --- Indicators ---
// Reset the daily flags on the first bar of every day except the blocked day.
IF DayOfWeek = blockedDay THEN
  tradingAllowed = 0
ELSE
  IF IntradayBarIndex = 0 THEN
    tradingAllowed = 1
    lowerEdgeLongDone = 0
    upperEdgeShortDone = 0
    upperBreakLongDone = 0
    lowerBreakShortDone = 0
  ENDIF
ENDIF

// Entry levels come from the previous completed day's range.
IF IntradayBarIndex = 0 THEN
  rangeHigh = DHigh(1)
  rangeLow = DLow(1)
  rangePoints = ROUND(rangeHigh - rangeLow)
  targetPoints = rangePoints * targetRangeMultiple
  rangeMargin = rangePoints * rangeMarginFraction
  aboveHigh = rangeHigh + rangeMargin
  belowHigh = rangeHigh - rangeMargin
  aboveLow = rangeLow + rangeMargin
  belowLow = rangeLow - rangeMargin
  stopLossPoints = ROUND(rangeMargin * stopMarginMultiple)
  IF stopLossPoints < minStopPoints THEN
    stopLossPoints = minStopPoints
  ENDIF
ENDIF

// Risk a fixed share of current equity on every trade.
equity = startingCapital + StrategyProfit
maxRisk = ROUND(equity * (riskPct / 100))
positionSize = ABS(ROUND((maxRisk / stopLossPoints) / PointValue) * PipSize)

insideRange = close < rangeHigh - rangeMargin AND close > rangeLow + rangeMargin
aboveRange = close > (rangeHigh + rangeMargin)
belowRange = close < (rangeLow - rangeMargin)
nearHigh = close > rangeHigh - rangeMargin AND close < rangeHigh + rangeMargin
nearLow = close < rangeLow + rangeMargin AND close > rangeLow - rangeMargin