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Strategy opens positions when
  • Buy: last Close > (last High + last Low) / 2 AND Current Ask > last High
  • Sell: Close > (last High + last Low) / 2 AND Current Bid < last Low

Positions are opened with Limit in (last High - last Low) distance and Stops are set at distance of (last High of the second timeframe - last Low of the second timeframe)
On each step strategy trails stop if needed and tries to close position if it's NetPL falls down on preset % below maximum PL of this position
Only 1 position can be open at the same time. Position can be partly hedged if price gets too close to Stop price and opposite to position buy/sell signal appears.

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