Morning Range Breakout avec dimensionnement adaptatif

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

// --- Settings ---
DEFPARAM CumulateOrders = false
DEFPARAM PreloadBars = 1000

// --- Parameters ---
stopDistance = 35             // price distance of the managed stop and the profit target
rangeBars = 120               // bars in the breakout range, taken at the first bar of each day
stopLossPoints = 60           // hard protective stop in points
profitStep = 20               // size resets to 1 each time strategy profit gains this much

ONCE positionSize = 1         // contracts; grows after a loss, shrinks after a win
ONCE profitMark = 20          // strategy profit level that triggers the next size reset
ONCE inTrade = 1              // start as if in a trade, so no size change before the first trade
ONCE sizeAdjusted = 1         // start as already adjusted, same reason

// --- Indicators ---
weekendBar = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

// New day: allow one trade and capture the range.
IF Day <> Day[1] THEN
  tradeTaken = 0
  rangeHigh = Highest[rangeBars](high)
  rangeLow = Lowest[rangeBars](low)
ENDIF