//Intraday break-out system 
 
/*This system: 
1) buys as the prices reach the high of the previus day, 
 at previus day high or if the open is in gap at todays open; 
2) sells as the prices reach the low of the previus day, 
 or if the open is in gap down at the open; 
*/ 
  
/* Modificato da antonio secondo il principio traders powerkit*/ 
 
 
SetOption("initialequity",5000000); 
 
SetTradeDelays(0,0,0,0); 
 
Buy=H>Ref(H,-1)+0.8*ATR(5);  
Sell=L<Ref(L,-1)-0.8*ATR(5); 
 
Short=Sell; 
Cover=Buy; 
 
//Short=L<Ref(L,-1); 
//Cover=H>Ref(H,-1); 
 
//BuyPrice=Ref(H,-1); 
//SellPrice=Ref(L,-1); 
//ShortPrice=Ref(L,-1); 
//CoverPrice=Ref(H,-1); 
 
 
BuyPrice=IIf(O>Ref(H,-1),O,Ref(H,-1)); 
SellPrice=IIf(O<Ref(L,-1),O,Ref(L,-1)); 
ShortPrice=SellPrice; 
CoverPrice=BuyPrice; 
 
 
/*PositionSize=MarginDeposit=1;/*Points only test is equivalent to trading just one contract. 
 This can be easily accomplished using Futures mode of the backtester AND adding the following one line to your formula: 
 
//PositionSize = MarginDeposit = 1;*/ 
 
 
PositionSize=-0.0005*(C/ATR(5));