K-Mean Reversion

Replace the fixed 2% stop loss with an ATR-based stop loss. Add input: const atrLen = input.int(14, 'ATR Length', {minval: 1, maxval: 50}); const atr = ta.atr(atrLen); For longs: state.sl = entry - (atr * 2.5); For shorts: state.sl = entry + (atr * 2.5). This adapts stop distance to current volatility, potentially reducing whipsaws in low-volatility periods and preventing premature exits in high-volatility periods, which should improve risk-adjusted returns and Sharpe ratio.