Daily Range Breakout avec niveaux de repli

// ============================================================
// Daily Range Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 30 minutes
// ============================================================

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

// --- Parameters ---
positionSize = 1          // contracts per trade
pullbackPct = 19          // pullback from a range extreme that arms that side, % of range
maxRangePoints = 170      // skip days whose range is already wider than this
entryOffset = 9           // entry level sits this far inside the range extreme
minLevelGap = 22          // minimum distance between buy and sell levels
stopLossPoints = 170      // protective stop (points)
ONCE rangeState = -1      // -1 before the first day, 0 new day, 1 range building

// --- Indicators ---
// No trading on 1 May and over Christmas / New Year.
IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) THEN
  isTradingDay = 0
ELSE
  isTradingDay = 1
ENDIF