추세_Range Contraction

//[필터] 전일ID, 전일4NR
//[매수진입] 전일H
//- reversal system
//- 진입후 2일내에 수익상태가 아니면 종가청산
//[출처] [book] STREET SMARTS

var : ID(False),NR4(False);

ID = H <= H[1] and L >= L[1];
NR4 = H-L == NthLowest(1,H-L,4);

if ID[1] == True and NR4[1] == True then {
 If crossup(c,highest(H,10)[1]) Then
  buy();
 if CrossDown(c,Lowest(L,10)[1]) Then
  sell();
}

if MarketPosition() != 0 and BarsSinceEntry() == 2 then{
 if C <= EntryPrice() Then
  ExitLong();
 if C >= EntryPrice() Then
  ExitShort();
}