Three Down Days: un compratore di ribassi di breve termine

// ============================================================
// Three Down Days
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ============================================================

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

// --- Parameters ---
capitalPerTrade = 10000   // money committed to each trade
ibsThreshold = 0.14       // buy only when the close is near the day's low
maxBarsInTrade = 2        // sell once more than this many bars have passed

// --- Indicators ---
positionSize = capitalPerTrade / close
ibsValue = (close - low) / (high - low)