Fractal Corridors Backtest - Pinescript Tradingview

Fractal Corridors is a trading strategy developed by Vladimir Poltoratskiy in his book Trading Code Is Open. Latest 3-bar Fractals in each direction create an inner boundary of the Corridor. Outer boundary is FIXED_NUMBER_OF_PIPS away from it and this value doesn't change programatically. If the price breaks outside of the corridor, a market-order is purchased. TARGET is 4 times the risk and reaching 2.1 times the risk triggers specific TRAILING STOP-LOSS mechanism.