Good evening traders,

tried to compile this strategy that is quite interesting (because of the possibility of adopt different kind of instruments) but there is probably a coding mistake that do not how to solve that.

The Dynamic Break Out II initially looks back 20 days to determine its buy and sell levels. So when you start trading this system, your first buy point is the highest high of the past 20 days and your sell point is the lowest low of the past 20 days. At the end of each day, you measure the current market volatility by calculating the standard deviation of the past 30 day’s closing prices. Market volatility can be measured using different calculations: average range, average true range, standard deviation of change in closing prices, and
others. Once we determine today’s market volatility, we compare it with yesterday’s.
If the volatility increases, then the number of look back days also increases. We change the number of look back days to the exact amount of the change in market volatility; if volatility increases by ten percent, then so does
the number of look back days and vice versa.
The exit evaluate only 10 candles (dynamically as in the entry) and if there is for example a buy (sell) position opened if the candle open is lower than the lowest minimum (maximum) among the past 10 candles the position should be closed.

Does anyone have some suggestion ?