{-------------------------------------------------------------------------------
 Trading Strategy Code
 Population member: 68
 Max bars back: 1

 Created by: Adaptrade Builder version 3.2.0.0
 Created:    12/16/2020 1:13:14 PM

 Scripting language: TradeStation 6 or newer

 Symbol file:  C:\Adaptrade\MarketData\@ES#C 30 Minutes.txt
 Build dates: 9/3/2012 to 6/14/2017

 Project file: C:\Adaptrade\Newsletters\Adaptrade\PricePatterns.gpstrat
-------------------------------------------------------------------------------}

{ Strategy inputs }
Inputs: LevEntL1 (1),        { Level of floor trader pivot function (1 to 3), long trades }
        EntFrL (2.7168),     { Multiple of price difference (e.g., ATR); entry, long trades }
        NBarExL1 (51),       { Number of bars from entry for market exit, long trades }
        EntrySzS (900.00),   { Value of fixed size entry (stop/limit) per share/contract, short trades }
        NBarExS1 (13),       { Number of bars from entry for market exit if unprofitable, short trades }
        TrailFlrS (1050.00), { Trailing stop floor value per share/contract, short trades }
        TrailPctS (53.0000), { Trailing stop percentage, 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),
        SStop    (0),
        NewSStop (0),
        STrailOn (false);

{ Variables for entry and exit conditions }
Var:    VarL1     (0),
        VarL2     (0),
        VarS1     (0),
        VarS2     (0),
        EntCondL  (false),
        EntCondS  (false);

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

{ Entry prices }
EntPrL = AS_PivotR(LevEntL1) - EntFrL * TrueRange;
EntPrS = C + EntrySzS/BigPointValue;

{ Entry and exit conditions }
VarL1 = OpenD(0);
VarL2 = CloseD(1);
VarS1 = HighD(0);
VarS2 = TypicalPrice;
EntCondL = VarL1 >= VarL2;
EntCondS = VarS1 > VarS2;

{ 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("EnLimit-L") NShares shares next bar at EntPrL limit;
end;

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

{ Exit orders, long trades }
If MarketPosition = 1 then begin
    If BarsSinceEntry >= NBarExL1 then
        Sell("ExMark-L") next bar at market;
end;

{ Exit orders, short trades }
If MarketPosition = -1 then begin
    If BarsSinceEntry = 0 then begin
        SStop = Power(10, 10);
        STrailOn = false;
    end;

    If EntryPrice - C > TrailFlrS/BigPointValue then
        STrailOn = true;

    If STrailOn then begin
        NewSStop = EntryPrice - TrailPctS * (EntryPrice - C)/100.0;
        SStop = MinList(SStop, NewSStop);
    end;

    If STrailOn then
        Buy to cover("ExTrail-S") next bar at SStop stop;

    If BarsSinceEntry >= NBarExS1 and C > EntryPrice then
        Buy to cover("ExMark-S") next bar at market;
end;