DefParam CumulateOrders=False
// === Parameters ===
LengthA = 70
LengthB = 25
Stopx = 2000 // stop-loss in punten
BarX = 20 // bars-sinds-entry exit
// === Channel Values ===
hhA = Highest[LengthA](high)
llA = Lowest[LengthA](low)
hhB = Highest[LengthB](high)
llB = Lowest[LengthB](low)
// === Conditions ===
c1 = hhA > hhB
c2 = llA < llB
c3 = hhB > Highest[3](high)
c4 = llB < Lowest[3](low)
c5 = ADX[14] >= 20
// === Entries ===
If NOT OnMarket AND c1 AND c2 AND c3 AND c4 AND c5 AND LengthA > LengthB THEN
BUY 1 CONTRACT AT hhB STOP
SELLSHORT 1 CONTRACT AT llB STOP
ENDIF
// === Stop-loss ===
SET STOP pLOSS Stopx
// === Time exit ===
IF OnMarket THEN
IF (BarIndex - TradeIndex) >= BarX THEN
IF LongOnMarket THEN
SELL AT MARKET
ELSE
EXITSHORT AT MARKET
ENDIF
ENDIF
ENDIF