Turnaround Tuesday-strategi

// ============================================================
// Turnaround Tuesday
// 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
tradeDay = 2              // entry day of week (2 = Tuesday)
exitDay = 3               // exit day of week (3 = Wednesday)
filterPeriod = 10         // close must be below this SMA
ibsThreshold = 0.2        // close must sit in the bottom 20% of the bar's range
atrLookback = 95          // ATR must be at least its value this many bars ago

// --- Indicators ---
positionSize = capitalPerTrade / close
ibsValue = (close - low) / (high - low)
filterMA = Average[filterPeriod](close)
atrValue = AverageTrueRange