The system looks for breaking candles to join the trend.

For the calculation of the candles [276] There are 5m candles in a session of 12 candles x 12 hours x 23 hours per day.

To find out if Oil is in a trend, it uses 3 Wilder’s moving average.

The Stop and Target profit are defined by the average range in which the price moves in 6 hours of session.

Finally it takes a small multiplier to reinvest the profits without exposing too much.

Right now I have it working on Oil Crude US E1 contract.

DEFPARAM CumulateOrders = True

//Buscamos velas relevantes
// Tamaño de la vela
MediaRango = Average[276](Range)
VelaSenal1 = MediaRango*3
Ran=0
IF (Range > VelaSenal1) THEN
 IF close < open THEN
  Ran = 1
 ELSE
  Ran = 0
 ENDIF
ENDIF

// Volumen Vela
MediaVolumen = Average[276](Volume)
VelaSenal2 = MediaVolumen*3
Vol=0
IF (Volume > VelaSenal2) THEN
 IF close < open THEN
  Vol = 1
 ELSE
  Vol = 0
 ENDIF
ENDIF
Senal=0
IF (Vol=1) THEN
 IF Ran=1 THEN
  Senal=1
 ENDIF
ENDIF

//Tamaño de la posicion. La aumentamos si la anterior fue negativa
posicion = (300 + STRATEGYPROFIT)/900

//Condiciones de entrada para cortos
Apertura1 = Senal >0
Apertura2 = WilderAverage[24](Low) < WilderAverage[96](Low)
Apertura3 = WilderAverage[24](Low) < WilderAverage[48](Low)
Apertura4 = WilderAverage[48](Low) < WilderAverage[96](Low)

IF Apertura1 and Apertura2 and Apertura3 and Apertura4 THEN
 SELLSHORT posicion SHARES ROUNDEDUP  AT MARKET
ENDIF

//Condiciones de salida para cortos
SET STOP pLOSS 60
SET TARGET pPROFIT 30