BKY would be a really tough one to write an algo for as it had six or so peaks and troughs that deviated more than 10% from the ATR through that trough.
Where you have your buy CG, it almost meets the criteria for a C&H.
If I was that good at writing algos, MQG would be paying me $350k
I'll see if I can write some for the patterns I posted earlier first, the try something a little more complex from there.
The Brains Trust, page-12209
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