Quadrant Channel: comprare il quarto inferiore di un range ampio

// ============================================================
// Quadrant Channel
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Not yet tested
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false
DEFPARAM PreloadBars = 50000

// --- Parameters ---
positionSize = 3          // base contracts per trade
channelPeriod = 15        // Donchian channel length
minChannelWidth = 60      // channel must be at least this many points wide
quadrantDivisor = 4       // entry line sits one quarter up from the channel bottom
targetDivisor = 2         // target sits at 1/targetDivisor of the channel (2 = midpoint)
lossMultiplier = 2.5      // order size multiplier after a losing trade
winDivisor = 1.5          // order size divisor after a winning trade
macdFast = 12             // MACD fast length
macdSlow = 26             // MACD slow length
macdSignalPeriod = 9      // MACD signal length

// --- Indicators ---
// Size cap as in the original: two losses in a row on top of the base size.
maxOrderSize = lossMultiplier * lossMultiplier * positionSize + positionSize

ONCE orderSize = positionSize
ONCE bestProfit = 0
ONCE entryBlocked = 0

newDay = 0
IF Date <> Date[1] THEN
  newDay = 1
ENDIF

// Daily reset: back to base size only when equity is at a new high.
IF newDay THEN
  IF StrategyProfit > bestProfit THEN
    orderSize = positionSize
    bestProfit = StrategyProfit
  ENDIF
  entryBlocked = 0
ENDIF