***DONCHIAN BREAK OUT WITH PROTECTIVE AND TRAILING STOP***

vars: daysInTrade(0), lookBack(30), midLevel(0), longLipPt(0), shortLitPt(0);

if (marketPosition = 1) then
begin
	midLevel= entryPrice(0)-(highest(high,30)-lowest(low,30))/2.0;
end;
if((marketPosition = -1) then
begin
	midLevel= entryPrice(0)+(highest(high,30)-lowest(low,30))/2.0;
end;

if marketposition <> 0 and barSinceEntry(0)>0 and
(Mod(barsSinceEntry(0),5)=0)) then
begin

	lookBack = lookBack -2 ;
	LookBack = maxlist(lookBack, 6)
end;

longLiqPt = maxlist(lowest(low, lookBack), midLevel);
shortLiqPt= minlist(highest(high, lookBack), midlevel);

if barsSinceEntry(0)=0 and marketPosition <>0) then
begin
	longLipPt= midLevel;
	shortLiqPt = midLevel;
end;

if(marketPosition = 1) then exitlong("long exit") at longLiqPt stop;
if(marketPosition = -1) then exitshort("shortexit") at shortLiqPt stop;

buy ("donchian buy") tomorrow at highest (high, 30) stop;
sell ("donchian sell") tomorrow at lowest (low, 30) stop;

if(marketPosition = 0) then lookBack = 30;