Opening Range Breakout TEMA : cassures lissées des premiers bars

// ============================================================
// Opening Range Breakout TEMA
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: Not yet tested
// ============================================================

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

// --- Parameters ---
startingCapital = 10000      // account size used for sizing
riskFraction = 0.01          // share of capital risked per trade
sizingStopPoints = 10        // stop distance assumed when sizing, in points
rangeBars = 6                // bars after the session's first bar that build the opening range
temaPeriod = 5               // TEMA length for the breakout signal

ONCE dayBar = 0
ONCE longTrades = 0
ONCE shortTrades = 0

// --- Indicators ---
// Size is fixed once on the first bar from capital, risk and the sizing stop.
ONCE equity = startingCapital + StrategyProfit
ONCE maxRisk = round(equity * riskFraction)
ONCE positionSize = abs(round((maxRisk / sizingStopPoints) / PointValue) * PipSize)

// Bar counter within the session, 0 on the first bar of a new day.
IF Day <> Day[1] THEN
  dayBar = 0
ELSE
  dayBar = dayBar + 1
ENDIF

temaValue = TEMA[temaPeriod](close)
prevDayClose = DClose(1)

// Opening range, plus a stop and target equal to its height.
IF dayBar <= rangeBars THEN
  IF dayBar = 0 THEN
    rangeHigh = high
    rangeLow = low
  ENDIF
  IF high > rangeHigh THEN
    rangeHigh = high
  ENDIF
  IF low < rangeLow THEN
    rangeLow = low
  ENDIF

  stopDistance = rangeHigh - rangeLow
  targetDistance = stopDistance

  longTrades = 0
  shortTrades = 0
ENDIF