Creando estrategia automatica de ruptura de rango

				
					public class CustomMinutesBreakout : Strategy
{
	protected override void OnStateChange()
	{
		if (State == State.SetDefaults)
		{
			Description									= @"Execute the breakout of the first N minutes";
			Name										= "CustomMinutesBreakout";
			Calculate									= Calculate.OnBarClose;
			EntriesPerDirection							= 1;
			EntryHandling								= EntryHandling.AllEntries;
			IsExitOnSessionCloseStrategy				= true;
			ExitOnSessionCloseSeconds					= 30;
			IsFillLimitOnTouch							= false;
			MaximumBarsLookBack							= MaximumBarsLookBack.TwoHundredFiftySix;
			OrderFillResolution							= OrderFillResolution.Standard;
			Slippage									= 0;
			StartBehavior								= StartBehavior.WaitUntilFlat;
			TimeInForce									= TimeInForce.Gtc;
			TraceOrders									= false;
			RealtimeErrorHandling						= RealtimeErrorHandling.StopCancelClose;
			StopTargetHandling							= StopTargetHandling.PerEntryExecution;
			BarsRequiredToTrade							= 20;
			// Disable this property for performance gains in Strategy Analyzer optimizations
			// See the Help Guide for additional information
			IsInstantiatedOnEachOptimizationIteration	= true;

			StopTicks = 16;
			ProfitTicks = 32;
		}
		else if (State == State.Configure)
		{
			SetStopLoss(CalculationMode.Ticks, StopTicks);
			SetProfitTarget(CalculationMode.Ticks, ProfitTicks);
		}
	}

	protected override void OnBarUpdate()
	{
		//Detecta que es el inicio de la sesion configurada en el Data Series
		if(IsFirstTickOfBar && Bars.IsFirstBarOfSessionByIndex(CurrentBar))
		{
			//Reiniciar contador a 0
			counter = 0;
			//Reiniciar max y minimo de rango
			rangeHigh = 0;
			rangeLow = double.MaxValue;
			//Establecer Inicio de rango
			rangeStart = Time[0];
			//Establecer booleado de "ejecutado" en falso
			executed = false;
		}

		//Aumenta el contador en 1 unidad
		counter++;
		//Si el contador es igual a la propiedad Minutos
		if(counter == Minutes)
		{
			Draw.VerticalLine(this, Time[0] + "sessionEnd", Time[0], Brushes.Yellow);

		}
		//Si el contador es mayor a la propiedad Minutos
		if(counter > Minutes)
		{
			//Si estamos FLAT y NO hemos ejecutado
			if(Position.MarketPosition == MarketPosition.Flat && !executed)
			{
				//Si se rompe el maximo del rango
                if (High[0] > rangeHigh)
                {
					//Comprar
                    EnterLong();
					//Booleano ejecutado verdadero
					executed = true;
                }
				//Si se rompe el minimo del rango
                else if (Low[0] < rangeLow)
                {
					//Vender
                    EnterShort();
					//Booleano ejecutado en verdadero
					executed = true;
                }
            }
		}
		else
		{
			//Actualizacion maximos y minimos rango
			//Si el Maximo de la vela actual es mayor al Maximo del rango
			if (High[0] > rangeHigh)
			{//Actualizar el maximo del rango
				rangeHigh = High[0];
			}//Si el minimo de la vela actual es menor al minimo del rango
            if (Low[0] < rangeLow)
            {//Actualizar el minimo actual
				rangeLow = Low[0];
            }

			Draw.Rectangle(this, "Range" + rangeStart, rangeStart, rangeHigh, Time[0], rangeLow, Brushes.Yellow);
        }
	}
	public int Minutes { get; set; }
	public int StopTicks { get; set; }
	public int ProfitTicks { get; set; }
	private int counter;
	double rangeHigh;
	double rangeLow;
	DateTime rangeStart;
	bool executed;
}