///trading system Reversal  su STOXX - STILLER
///data1 15 min - data2 1440 
///made by: Francesco Buzzi - giugno 2018

input: nBar(5), mystop(2000), myprofit(1000),Mul(0.95),DonchianExitLenght(1){, NumBarreExit(0)};


////definizione del donchian per l'ingresso e per l'uscita
var: triglong(false), trigshort(false),exitlong(false), exitshort(false);
triglong = l < lowest(low of data2, nBar);
trigshort = h > highest(high of data2, nBar);
exitlong = h > highest(High of data2, DonchianExitLenght);
exitshort = l < lowest(Low of data2, DonchianExitLenght);


/////definizione filtro di vola - espansione
var: vola(false);
    Vola=average(Range of data2, 2)of data2 > Mul *average(Range of data2, 22) of data2;


If vola then begin
if triglong then buy ("EL_STOXX_Stiller") next bar at low limit;
If trigshort then sellshort ("ES_STOXX_Stiller") next bar at high limit;
end;


//////////// EXIT sui massimo/minimi
if exitlong then Sell ("Exit_L_STOXX_Stiller")next bar at high limit;
if exitshort then Buytocover ("Exit_S_STOXX_Stiller") next bar at low limit;


{
if marketposition > 0 and barssinceentry> NumBarreExit then sell next bar at market;
if marketposition < 0 and barssinceentry> NumBarreExit then buytocover next bar at market;
}

setstoploss(mystop);
setprofittarget(myprofit);