{ Strategy inputs }
Inputs: NL1 (97),
        NL2 (43),
        NS1 (5),
        TargFrL (2.0242),
        MMStopSz (1490.00),
        NATRTargS (54),
        TargFrS (1.2240),
        PSParam (1.00),
        RoundPS (true),
        RoundTo (1),
        SizeLimit (100);

{ Variables for average true range for entry and exit orders }
Var:    ATRTargS (0);

{ Variables for entry and exit prices }
Var:    TargPrL  (0),
        TargPrS  (0);

{ Variables for entry and exit conditions }
Var:    EntCondL  (false),
        EntCondS  (false);

{ Variables for position sizing }
Var:    NShares  (0);

{ Average true range }
ATRTargS = AvgTrueRange(NATRTargS);

{ Entry and exit conditions }
EntCondL = Volume crosses above Average(Average(Volume, NL1), NL2);
EntCondS = DayOfWeek(date) = NS1;

{ Position sizing calculations }
NShares = PSParam;

If RoundPS and RoundTo > 0 then
   NShares = IntPortion(NShares/RoundTo) * RoundTo;

NShares = MinList(NShares, SizeLimit);

{ Entry orders }
If MarketPosition = 0 and EntCondL then begin
   Buy("EnMark-L") NShares shares next bar at market;
end;

If MarketPosition = 0 and EntCondS then begin
   Sell short("EnMark-S") NShares shares next bar at market;
end;

{ Exit orders, long trades }
If MarketPosition > 0 then begin

   TargPrL = EntryPrice + TargFrL * TrueRange;
   Sell("ExTarg-L") next bar at TargPrL limit;
end;

{ Exit orders, short trades }
If MarketPosition < 0 then begin

   TargPrS = EntryPrice - TargFrS * ATRTargS;
   Buy to cover("ExTarg-S") next bar at TargPrS limit;
end;

SetStopShare;
SetStopLoss(MMStopSz);