Gap Catcher: köpa svaghet mot 5-dagarsstängningen

// ============================================================
// Gap Catcher
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 3 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false
DEFPARAM PreloadBars = 1000

// --- Parameters ---
positionSize = 1          // lots per trade
minGap = 0                // bar-to-bar move, as a fraction, that must be exceeded
lookbackDays = 5          // compare the close with the daily close this many days ago
stopLossPct = 1           // protective stop, percent of entry price

// --- Indicators ---
upMove = abs((high - low[1]) / low[1])
downMove = abs((low - high[1]) / high[1])
pastClose = DClose(lookbackDays)