Crude Oil Sell Rupture: shorting av volumspiker

// ============================================================
// Crude Oil Sell Rupture
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Short only
// Timeframe tested: 30 minutes
// ============================================================

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

// --- Parameters ---
positionSize = 1              // contracts per trade
averagePeriod = 276           // length of the average range and average volume
rangeMultiplier = 3           // signal bar range must exceed this multiple of the average range
volumeMultiplier = 3          // signal bar volume must exceed this multiple of the average volume
fastPeriod = 24               // fast Wilder average of the lows
midPeriod = 48                // middle Wilder average of the lows
slowPeriod = 96               // slow Wilder average of the lows
stopLossPoints = 60           // protective stop in points
takeProfitPoints = 30         // profit target in points

// --- Indicators ---
avgRange = Average[averagePeriod](range)
avgVolume = Average[averagePeriod](volume)

// A rupture bar is bearish with both range and volume far above normal.
wideBearBar = range > avgRange * rangeMultiplier AND close < open
heavyBearBar = volume > avgVolume * volumeMultiplier AND close < open
ruptureBar = wideBearBar AND heavyBearBar

fastMA = WilderAverage[fastPeriod](low)
midMA = WilderAverage[midPeriod](low)
slowMA = WilderAverage[slowPeriod](low)