Seguendo un pò le tue indicazioni ho provato a fare questo:

ONCE Numero    = 0
ONCE TimeStart = 140000
OrarioTrading  = (OpenTime >= TimeStart) AND (OpenTime <= 180000)
IF OrarioTrading THEN
   IF (OpenTime = TimeStart) OR ((OpenTime > TimeStart) AND (OpenTime[1] < TimeStart)) OR ((OpenTime > TimeStart) AND (OpenTime[1] > TimeStart) AND (OpenDay <> OpenDay[1])) THEN
      Numero   = 0
      myRange  = 0
      myBody   = 0
      HIwick   = 0
      LOwick   = 0
   ENDIF
   Numero  = Numero + 1
   myRange = (myRange + range)
   xRange  = myRange / Numero
   myBody  = (myBody + abs(open - close))
   xBody   = myBody / Numero
   HIwick  = HIwick + (high - max(open,close))
   xHIwick = HIwick / Numero
   LOwick  = LOwick + (min(open,close) - low)
   xLOwick = LOwick / Numero
ENDIF
UpperWick         = high - max(open,close)
LowerWick         = min(open,close) - low
myLongConditions1 = (close > average[100,0](close)) AND Not OnMarket   //prezzo > Sma100
myLongConditions2 = (range < xRange) AND (abs(open - close) < xBody) //range e body < alle loro medie ore 14-18
myLongConditions3 = (UpperWick + LowerWick) < (xHIwick + xLOwick)        //ombre < alla loro media ore 14-18
myLongConditions  = myLongConditions1 AND myLongConditions2 AND myLongConditions3
IF myLongConditions THEN
   BUY 1 Contract at Market
   SET STOP   pLOSS   50
   SET TARGET pPROFIT 50
ENDIF

verifica se c’è qualcosa di buono, probabilmente andrà migliorato.