역추세_Turtle soup plus one

//[필터] 전일20L(이전20L은 적어도 3일전에 발생), 전일C<직전20L
//[매수진입] 직전20L
//[손절매] Max(전일L, 금일L)
//[출처] [book] STREET SMARTS



if L[1] == Lowest(L,20)[1] and NthLowest(2,L,20) >= 3 and C[1] < Lowest(L,20)[2] Then{
 if C >= Lowest(L,20)[1] Then
 buy();
}

if MarketPosition() == 1 and C <= Max(L[1],L[2]) Then
 exitlong();