Someone on X/Twitter has shared a good strategy, I am trying to implement it but there are errors generated.

I’ve asked AI to convert it to code/txt from the image they shared. The strategy looks quite good, they’ve documented it in the post.

https://x.com/AlgomaticTrade/status/1893249375758893545

can anyone help / figure out why it’s not working?

Here’s the converted code:

defparam preLoadBars = 10000
defparam cumulateOrders = false
atrPeriods = 39  // ATR calculation period

// Variables
trueRange = Max(High - Low, Max(Abs(High - Close[1]), Abs(Low - Close[1])))
atr = Average[atrPeriods](trueRange)  // ATR based on True Range

// Dynamic Position Sizing
// User Inputs
riskPercent = 1  // Risk percentage for position sizing
portfolioSize = 20000  // Default portfolio size
// ATR calculation period

contractsToTrade = 1  // Number of contracts to trade

// Position Sizing Calculation
positionEquity = Max(PortfolioEquity, portfolioSize)  // Use real equity or default portfolio size
contractsToTrade = (riskPercent / 100 * positionEquity) / (atr * PointValue)

// Indicators
bodyRatio = abs(close-open) / (high-low)

// Conditions
cl = summation[3](close-open)=3
cl = cl and highest[3](bodyRatio) >= 0.7
clk = summation[3](close-open)=-3

// Action
if cl then
    buy contractsToTrade contract at market
endif

if clk then
    sell contractsToTrade contract at market
endif

strat.png