Main Timeframe: 15-minute (EXCHANGE TIME)
Second Timeframe: DAILY

{Strategy inputs}
inputs:
myFraction(4.7),
N1higher(10),
N2higher(16),
N1main(4);

{StopLoss}
Input:
sl(700);

{Strategy Variables}
vars:
myBreakoutLong(0),
TodaysOpen(0),
ATR(0),
EntryCond1long(false),
EntryCond2long(false);

//Point Of Initiation
TodaysOpen = OpenD(0);

//For the calculation of the space
ATR = AvgTrueRange(40);

//The BreakoutLevel (POI + space)
myBreakoutLong = TodaysOpen + ( myFraction * ATR );

//higher timeframe filter condition (DAILY)
EntryCond1long = 0.1 * (C of data2 - H[N1higher] of
data2) < N2higher;

//main timeframe filter condition (15 minute) EntryCond2long = CloseD(1) - Lowest(H, N1main) < ATR ; 

//Position size condition
if closeD(1) < opend(1) then value1 = 2 Else Value1 = 1;

//Entry Condition
if EntryCond1long = true and EntryCond2long = true and EntriesToday(Date) < 1
then buy value1 contracts next bar at
myBreakoutLong stop; 

//Exit Condition
If time = 1500 then sell currentcontracts contract this bar at close; 

//stopLoss
Setstopposition;
setstoploss(sl);

//Exit at the end of the day - protection
setexitonclose;