Lunch Break Fade Strategy Diagram

This diagram fades short-term price movement during the 11:00:00–14:59:59 lunch window on finished five-minute candles. It enters only from a flat position, exits by comparing the close with a formed 20-period SMA, and blocks every entry and exit path for the next 30 completed candles after an order signal.

schema

Strategy Overview

Only finished five-minute candles enter the decision chain. The SMA emits after its 20-period warm-up, and two Previous value blocks provide the immediately preceding two closes.
The Working time block reads each candle's opening time and permits entries from 11:00:00 through 14:59:59. The time window does not restrict exits.
A rising pair of previous closes followed by a bearish current candle produces a short entry from a flat position. A falling pair followed by a bullish candle produces a long entry from flat.
A long position exits when the close is below the SMA, and a short position exits when the close is above the SMA. Four separate paths submit fixed-volume market orders for the two entries and two exits.
Every entry or exit signal activates a cooldown that blocks both kinds of action for the next 30 completed candles. There is no position-protection block; the chart displays candles, the SMA, and fills from all four order paths.

Entry and Exit Rules

Long entry: During the lunch window, when Close[-1] < Close[-2], the current candle is bullish (Close > Open), the position snapshot is zero, and the cooldown is ready, the diagram submits a market buy for Volume 1.
Short entry: During the lunch window, when Close[-1] > Close[-2], the current candle is bearish (Close < Open), the position snapshot is zero, and the cooldown is ready, the diagram submits a market sell for Volume 1.
Exit: With the cooldown ready, a long position sends a market sell when Close < SMA, while a short position sends a market buy when Close > SMA. These level checks run both inside and outside the lunch window. No stop-loss, take-profit, or other protection is attached.

Parameters

Parameter	Default	Description
Candles	00:05:00	Five-minute time frame; only finished candles drive the indicator, history, cooldown, and decisions.
SMA Period	20	Period of the SimpleMovingAverage used by both exit level checks.
Cooldown Bars	30	Number of subsequent completed candles during which entry and exit signals are blocked.
Lunch Begin	11:00:00	Inclusive opening-time boundary at which lunch entries become eligible.
Lunch End	14:59:59	Inclusive opening-time boundary through which lunch entries remain eligible.
Volume	1	Fixed quantity supplied to all four NoCondition market-order blocks.

Diagram Details

The Candles block emits finished five-minute candles. A formed-only Indicator calculates SimpleMovingAverage 20, and a Formula exposes its numeric value. The Is trade allowed gate releases the stored candle into the decision chain.
Close and Open Converter blocks extract candle prices. Two Previous value blocks use shifts 1 and 2; a history-ready gate prevents decisions until both preceding closes are available.
The Working time block receives the candle stream directly and evaluates the opening-time metadata against the inclusive lunch boundaries. Its result participates only in the two entry conditions.
The current Position is stored by a Variable and released once per decision candle. Comparison and Logical condition blocks combine session, prior direction, candle direction, position, history, SMA level, and cooldown state.
A Delay Signal block counts 30 later finished candles. Ready-state Variables suppress all four action conditions during the count and enable them again on the following candle.
Four Modify position blocks place market orders with NoCondition and shared Volume 1: buy entry, sell entry, sell exit from long, and buy exit from short. No protection element is present.
The Chart panel receives finished candles, the formed SMA stream, and the MyTrade output from each of the four order blocks.

Usage

Import the .json file into Designer, run it in the backtester on historical data, then adjust the parameters or the blocks themselves to fit your instrument before trading it live.