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// ===== Bollinger Re-Entry with Trend Filter (Strategy) =====

Inputs:

Length(100),

Mult(1.8),

TrendLen(120),

AllowShort(0); // 1=숏 허용, 0=롱만

Vars:

Basis(0), MeanSq(0), DevRaw(0), Dev(0),

Upper(0), Lower(0),

TrendMA(0),

BuySig(false), SellSig(false);

// --- 표준편차 수식 계산 ---

Basis = Average(Close, Length);

MeanSq = Average(Close * Close, Length);

DevRaw = SquareRoot(MaxList(0, MeanSq - Basis * Basis));

Dev = Mult * DevRaw;

Upper = Basis + Dev;

Lower = Basis - Dev;

TrendMA = Average(Close, TrendLen);

// --- 신호 ---

BuySig = CrossUp(Close, Lower) and (Close > TrendMA);

SellSig = CrossDown(Close, Upper) and (Close < TrendMA);

// --- 주문(전략) ---

// 롱 진입: 현재 포지션이 롱이 아닐 때만

If BuySig and MarketPosition <> 1 Then

Buy next bar at market;

// 숏 모드

If AllowShort = 1 Then begin

// 숏 진입: 현재 포지션이 숏이 아닐 때만

If SellSig and MarketPosition <> -1 Then

Short next bar at market;

end

Else begin

// 롱만: 롱 보유 중 & 매도 신호면 청산

If MarketPosition = 1 and SellSig Then

Sell next bar at market;

end;