Sweep/Reclaim & Breakout Grading — Long-only

Strategy Overview

Name: LP Sweep & Reclaim — Long-only: Breakout Grading with Position-in-Score + Hybrid SL + 1R→BE

Signals
1) LP Sweep & Reclaim (mean-reversion entry)
2) Trend Breakout (momentum entry)

Risk & Exit Logic
Hybrid Stop-Loss (at entry)

Compute two candidates:

Structure-based SL: reference level (LP low for sweeps, min(low, donchianHigh) for breakouts) minus k × ATR.

ATR-based SL: close − m × ATR.
Hybrid rule (longs): pick the tighter one (the higher price) → initial SL.

1R → Breakeven (BE) transition

Trend Take-Profit (EMA cross)

Exit condition: after at least minHoldBars since entry (default 4), close crosses below the chosen EMA → strategy.close.