Roberto , detailed code below as tried the solutions and still rejects code.








//pending orders version
//version (c):
//mid bollinger cancel and closing time of pending orders
//version (d):
//max loss + breakeven + std conditions

defparam flatafter=205500 //close opened orders and delete pending ones at that time
defparam cumulateorders=false
defparam preloadbars= 10000

// --- settings
amount = 3 //amount of contract/lot/shares to open for each order
StartTime = 143000 //start time of the strategy to look for a spike outside BB
EndTime = 205500 //end time of the strategy
BreakAboveBelowBB = 2//Break above/below BB (3points)
BreakBarDistance = 2//Break below low/high of reference bar (2points)
StopL = 1//Stop (2 point break of reference bar)
TargetP = 95 //Target (Mid Bollinger 95%)
MinTarget = 8//Minimum target for NO trade(10 points)
MaxLoss = tp  //Maximum loss in points for any order
BreakevenStart = 60//breakeven activation at x% of target achieved
PointsToKeep = 5 //how much pips/points to keep in profit above of below our entry price when the breakeven is activated (beware of spread)
MaxSTD = 14 //max standard deviation level to activate/cancel the orders
STDperiod = 10//standard deviation period used for calculation
MaxADX = 18
ADXperiod = 16
adxp=adxp
indicator1 = ADX[adxp]
indicator2 = ADXR[adxp]
c1 = (indicator1 < indicator2)



// Conditions to enter short positions
indicator3 = ADX[adxp]
indicator4 = ADXR[adxp]
c2 = (indicator3 < indicator4)


// --- end of settings

tcondition = opentime>=starttime and time<=endtime
dcondition = OpenDayOfWeek = 6
bbup = BollingerUp[20](close)
bbdn = BollingerDown[20](close)
mid = average[20]
istd = std[STDperiod]
iadx = adx[ADXperiod]
//reset ref bar
if longonmarket then
hhrefbar=0
endif
if shortonmarket then
llrefbar=0
endif
if not tcondition then
hhrefbar=0
llrefbar=0
endif
if not longonmarket and hhrefbar>0 and high crosses over mid then
hhrefbar=0
endif
if not shortonmarket and llrefbar>0 and low crosses under mid then
llrefbar=0
endif

if tcondition and not dcondition then
if not shortonmarket then
//find first new BB+ ref bar = SHORT ORDER
if llrefbar=0 then //first ref
if high>=bbup+BreakAboveBelowBB*pointsize then
ll=low
sellsl=high+StopL*pointsize
llrefbar=barindex
lastref=-1
endif
else //next ref
if high>high[max(1,barindex-llrefbar)] then //compute new reference bar
ll=low
sellsl=high+StopL*pointsize
llrefbar=barindex
lastref=-1
endif
endif
endif
if not longonmarket then
//find first new BB- ref bar = BUY ORDER
if hhrefbar=0 then //first ref
if low<=bbdn-BreakAboveBelowBB*pointsize then
hh=high
buysl=low-StopL*pointsize
hhrefbar=barindex
lastref=1
endif
else //next ref
if low<low[max(1,barindex-hhrefbar)] then //compute new reference bar
hh=high
buysl=low-StopL*pointsize
hhrefbar=barindex
lastref=1
endif
endif
endif
//break ref bar and open orders
//case buy
if not longonmarket and lastref>=0 and barindex>=hhrefbar and hhrefbar>0 then //and high>=hh+BreakBarDistance*pointsize then
avg = average[20](close)
tp = (avg-(hh+BreakBarDistance*pointsize))*(TargetP/100)
allowtarget = tp>=MinTarget*pointsize
if allowtarget and istd<maxstd*pointsize or iadx<maxadx and c1 then
buy amount contract at hh+BreakBarDistance*pointsize stop
//hhrefbar=0 //reset ref bar
set stop loss min(maxloss*pointsize,close-buysl)
set target profit tp
endif
endif
//case sell
if not shortonmarket and lastref<=0 and barindex>=llrefbar and llrefbar>0 then // and low<=ll-BreakBarDistance*pointsize then
avg = average[20](close)
tp = ((ll-BreakBarDistance*pointsize)-avg)*(TargetP/100)
allowtarget = tp>=MinTarget*pointsize
if allowtarget and istd<maxstd*pointsize or iadx<maxadx and c2 then
sellshort amount contract at ll-BreakBarDistance*pointsize stop
//llrefbar=0 //reset ref bar
set stop loss min(maxloss*pointsize,sellsl-close)
set target profit tp
endif
endif
endif


startBreakeven = (BreakevenStart/100)*tp //how much pips/points in gain to activate the breakeven function?

//reset the breakevenLevel when no trade are on market
IF NOT ONMARKET THEN
breakevenLevel=0
ENDIF

// --- BUY SIDE ---
//test if the price have moved favourably of "startBreakeven" points already
IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)+PointsToKeep*pipsize
ENDIF

//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
SELL AT breakevenLevel STOP
ENDIF
// --- end of BUY SIDE ---

// --- SELL SIDE ---
//test if the price have moved favourably of "startBreakeven" points already
IF SHORTONMARKET AND tradeprice(1)-close>=startBreakeven THEN
//calculate the breakevenLevel
breakevenLevel = tradeprice(1)-PointsToKeep*pipsize
ENDIF

//place the new stop orders on market at breakevenLevel
IF breakevenLevel>0 THEN
EXITSHORT AT breakevenLevel STOP
ENDIF
// --- end of SELL SIDE ---

//graph tp
//graph hh+BreakBarDistance*pointsize coloured(0,255,0) as "reference buy"
//graph ll-BreakBarDistance*pointsize coloured(255,0,0) as "reference sell"
//graph allowtarget
//graph close as "price Close"
//graph not longonmarket and hhrefbar>0 and high crosses over mid
//graph breakevenlevel