This one needs much better explanation of the entry points....and please define sl...I ll do no coding for the kiddies club...but the first try sounds interesting...
Entry aways in the WR100 pivot (Blue line), and WR78 pivot (Red Line), can make a grid, or only entry in WR100 for a conservative trade.
The trader who uses this strategy dont use SL, because of this, need to test some SL, or code to SL in the next Pivot.