Developing a mechanical system from scratch

//ATR Crossover woth SMA cross trailing stop_use on daily TF_by CanOz
if marketposition <1 and AvgTrueRange(20) crosses above AvgTrueRange(100) then sell short this bar;
If marketposition = 1 and average(c,25) crosses above average (c,15)then buy to cover this bar;

If marketposition<1 and AvgTrueRange(20) crosses below AvgTrueRange(100) then buy this bar;
If marketposition = 1 and average(c,25) crosses below average (c,15) then sell this bar;

//*************************************Thirty-Ten Breakout************************************************

//************30m10bar breakout strategy for GC by CanOz************
///////////////////Created September 2017////////////////////////////
//This strategy enters the market on a break of the 10 bar high or low and uses a
//trailing stop after an inital stop loss.

//These inouts can be optimised, Bars before break, start time and end time, Long and short stops and the ATR %
//Filter and threshold

Inputs:BBS(15),starttime(300), endtime(830), SLLE(1300),SLSE(350), Length( 30),Threshold( .5),
    
//Long entry ATR Trail stop settings, also optimisable   
    ATRLengthLE( 2) ,
    NumATRsLE( 2) ,
    NumBarsLE(  9),
//Short entry ATR Trail stop settings
    ATRLengthSE(  2) ,
    NumATRsSE( 4) ,
    NumBarsSE(  5) ;


//Filters//////////////////////////////////////////////
//Regime Filter - stays out of extreme low volatility
Condition1 = (AvgTrueRange( Length ) / Close * 100)data2>Threshold;
//Trading time Filter - only trade the first three hours of the European session
Condition2 = time is >=starttime and time is <=endtime;

///////////////////////////////////////////////////////
//Bull_Bear Filter - you can try using this one by uncommenting and cutting in the conditions
//Condition3 = the c[1]data2 > average(c,100)data2;
//condition4 = the c[1]data2 < average(c,100)data2;

 
variables:
MaxN_ATR(0) ,
MP( 0 ),
TT( 0 ),
TargetPrice( 0 );

MP = MarketPosition;
TT = TotalTrades;   

    
If condition1 then begin;
//Long Entry
If MP <1 and Condition2  then buy next bar at highest(h,BBS) stop;

//Initial Stop Loss
Setstoploss(SLLE);
//Exit before the close
Setexitonclose;


//Short Entry
If MP > -1 and Condition2 then sell short next bar at lowest(l,BBS) stop;
//Initial Stop Loss

SetStoploss(SLSE);
//Exit before the close
Setexitonclose;


//Trailing Stop
if MP = 1 then
begin
    if TT <> TT[1] or MP[1] <> 1 then
        TargetPrice = EntryPrice + AvgTrueRange( ATRLengthLE )data3 * NumATRsLE;
    if BarsSinceEntry < NumBarsLE then
        Sell ( !( "ATTLX-Tgt" ) ) next bar at TargetPrice limit
    else
        Sell ( !( "ATTLX-Trl" ) ) next bar at Low stop;
    end;
    
    if MP = -1 then
    begin   
        
    if TT <> TT[1] or MP[1] <> -1 then
        TargetPrice = EntryPrice - AvgTrueRange( ATRLengthSE )data3 * NumATRsSE;
    if BarsSinceEntry < NumBarsSE then
        Buy To Cover ( !( "ATTSX-Tgt" ) ) next bar at TargetPrice limit
    else
        Buy To Cover ( !( "ATTSX-Trl" ) ) next bar at High stop;
end;

end;
////////////////////Enjoy!////////////////////////////////////////////////////////