CRR Micro Breakout Scalping / Swing

//version=6
strategy(
"CRR Micro Breakout Option-3 Strategy",
overlay = true,
initial_capital = 100000,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_type = strategy.commission.percent,
commission_value = 0.02
)

// © CRR

//================ PARAMETERS =================
lookback = 4
maxBars = 100
flatPoints = 10
flatMinutes = 5

stATRlen = 10
stMult = 3.0

//================ RANGE ======================
rangeHigh = ta.highest(high, lookback)
rangeLow = ta.lowest(low, lookback)

//================ FILTERS ====================
ema59 = ta.ema(close, 59)
[stLine, stDir] = ta.supertrend(stMult, stATRlen)

//================ SIDEWAYS BLOCK =============
emaSlope = math.abs(ema59 - ema59[1])
priceNearEMA = math.abs(close - ema59) <= flatPoints

var int flatStartTime = na

if emaSlope < 0.15 and priceNearEMA
flatStartTime := na(flatStartTime) ? time : flatStartTime
else
flatStartTime := na

flatBlocked = not na(flatStartTime) and (time - flatStartTime >= flatMinutes * 60000)

//================ ENTRY CONDITIONS ===========
buyCond = close > rangeHigh[1] and close > ema59 and stDir == 1 and not flatBlocked
sellCond = close < rangeLow[1] and close < ema59 and stDir == -1 and not flatBlocked

//================ ENTRIES ====================
if buyCond and strategy.position_size <= 0
strategy.entry("BUY", strategy.long)

if sellCond and strategy.position_size >= 0
strategy.entry("SELL", strategy.short)

//================ TIME EXIT ==================
var int barsInTrade = 0

if strategy.position_size != 0
barsInTrade += 1
else
barsInTrade := 0

if barsInTrade >= maxBars
strategy.close_all()
barsInTrade := 0