{-------------------------------------------------------------------------------
 Trading Strategy Code
 Population member: 122
 Max bars back: 50

 Created by: Adaptrade Builder version 4.1.0.0
 Created:    3/28/2022 11:03:12 PM

 Scripting language: TradeStation 6 or newer

 Symbol:  @ES#C 1 Day (Daily bars), Primary (Data1)
          (C:\...\@ES#C 1 Day.txt)

 Build dates: 9/4/2000 to 8/10/2013

 Project file: C:\...\TestStratClone_BuildFromParams.gpstrat
-------------------------------------------------------------------------------}

{ Strategy inputs }
Inputs: NBarEnL1 (51),    { Indicator look-back length (bars), long trades }
        NBarExL1 (28),    { Number of bars from entry for market exit if profitable, long trades }
        TargSzL (920.00), { Value of fixed size exit target per share/contract, long trades }
        NBarExL2 (72),    { Number of bars from entry for market exit, long trades }
        NBarEnS1 (17),    { Indicator look-back length (bars), short trades }
        NMMS1 (10),       { Indicator look-back length (bars), short trades }
        NMMS2 (10),       { Indicator look-back length (bars), short trades }
        MMFrS (0.9624),   { Multiple of price difference (e.g., ATR); exit, short trades }
        TargPctS (4.667), { Value of percentage exit target, short trades }
        PSParam (1.00),   { Position sizing parameter value }
        RoundPS (true),   { Round-to-nearest (true/false) }
        RoundTo (1),      { Round-to position size value }
        MinSize (1),      { Minimum allowable position size }
        SizeLimit (100);  { Maximum allowable position size }

{ Variables for entry and exit prices }
Var:    EntPrL   (0),
        EntPrS   (0),
        TargPrL  (0),
        TargPrS  (0),
        SStop    (0);

{ Variables for entry and exit conditions }
Var:    EntCondL  (false),
        EntCondS  (false);

{ Variables for position sizing }
Var:    NShares  (0);

{ Entry prices }
EntPrL = Highest(H, NBarEnL1);
EntPrS = Lowest(L, NBarEnS1);

{ Entry and exit conditions }
EntCondL = true;
EntCondS = true;

{ Position sizing calculations }
NShares = PSParam;

If RoundPS and RoundTo > 0 then
    NShares = IntPortion(NShares/RoundTo) * RoundTo;

NShares = MaxList(NShares, MinSize);
NShares = MinList(NShares, SizeLimit);

{ Entry orders }
If MarketPosition = 0 and EntCondL then begin
    Buy("EnStop-L") NShares shares next bar at EntPrL stop;
end;

If MarketPosition = 0 and EntCondS then begin
    Sell short("EnStop-S") NShares shares next bar at EntPrS stop;
end;

{ Exit orders, long trades }
If MarketPosition = 1 then begin
    TargPrL = EntryPrice + TargSzL/BigPointValue;
    Sell("ExTarg-L") next bar at TargPrL limit;

    If BarsSinceEntry >= NBarExL2 or (BarsSinceEntry >= NBarExL1 and C > EntryPrice) then
        Sell("ExMark-L") next bar at market;
end;

{ Exit orders, short trades }
If MarketPosition = -1 then begin
    If BarsSinceEntry = 0 then begin
        SStop = EntryPrice + MMFrS * (Highest(H, NMMS1) - Lowest(L, NMMS2));
    end;

    Buy to cover("ExStop-S") next bar at SStop stop;

    TargPrS = (1 - TargPctS/100.0) * EntryPrice;
    Buy to cover("ExTarg-S") next bar at TargPrS limit;
end;