EMA Swing Limit Entry su Gold

// ============================================================
// EMA Swing Limit Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 3 minutes
// ============================================================

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

// --- Parameters ---
swingPeriod = 8            // EMA the swing is measured from
seedPeriod = 8             // bars used to seed the swing high / low on the first bar
swingTargetPips = 45       // swing size that arms an entry
baseCapital = 3000         // added to strategy profit before sizing
riskFraction = 0.02        // share of that capital put at risk
capitalPerContract = 30    // money per contract in the sizing formula
minPositionSize = 1        // never trade fewer contracts than this
stopLossPoints = 30        // protective stop
takeProfitPoints = 25      // profit target

// --- Indicators ---
ONCE swingHigh = Highest[seedPeriod](high)
ONCE swingLow = Lowest[seedPeriod](low)

swingMA = ExponentialAverage[swingPeriod](close)
swingTarget = swingTargetPips * PipSize

// Each touch of the EMA restarts the swing measurement.
IF high > swingMA AND low < swingMA THEN
  touchBar = BarIndex
  touchPrice = swingMA
  swingHigh = swingMA
  swingLow = swingMA
ENDIF

IF low > swingMA THEN
  barsSinceTouch = max(1, BarIndex - touchBar)
  swingHigh = Highest[barsSinceTouch](high)
  swingLow = swingMA
ENDIF

IF high < swingMA THEN
  barsSinceTouch = max(1, BarIndex - touchBar)
  swingLow = Lowest[barsSinceTouch](low)
  swingHigh = swingMA
ENDIF

IF (swingHigh - touchPrice) > swingTarget AND swingHigh > swingMA THEN
  buySetup = 1
ENDIF
IF (swingHigh - touchPrice) <= swingTarget THEN
  buySetup = 0
ENDIF

IF (touchPrice - swingLow) > swingTarget AND swingLow < swingMA THEN
  sellSetup = -1
ENDIF
IF (touchPrice - swingLow) <= swingTarget THEN
  sellSetup = 0
ENDIF

// Limit orders sit one EMA slope beyond the EMA.
slopeOffset = abs(round(swingMA - swingMA[1]))
positionSize = max(minPositionSize, round(((StrategyProfit + baseCapital) * riskFraction) / capitalPerContract))