Consecutive Loss Days Isolation R1

//@version=6
strategy("Consecutive loss days isolation r1", overlay=false, initial_capital=100000, default_qty_type=strategy.fixed, default_qty_value=2, pyramiding=0, commission_type=strategy.commission.percent, commission_value=0, slippage=0, margin_long=0, margin_short=0, calc_on_order_fills=false, calc_on_every_tick=false, process_orders_on_close=false)

lossPeriods = input.int(2, "Consecutive losing periods", minval=1)
closeQuantity = input.int(0, "Scheduled close quantity", minval=0, maxval=2)
start = input.time(1704067200000, "Start")

strategy.risk.max_cons_loss_days(lossPeriods)

var int activeIndex = -1
if time >= start
    activeIndex += 1
    if activeIndex == 0
        strategy.entry("held", strategy.long, qty=2)
        strategy.order("remote", strategy.long, qty=1, limit=close * 0.1)
    if activeIndex == 2 and closeQuantity > 0
        strategy.close("held", qty=closeQuantity, comment="scheduled close")
    if activeIndex >= 4
        strategy.entry("after halt", strategy.long, qty=1)

last = strategy.closedtrades - 1
plot(1, "probe_revision")
plot(bar_index, "bar_index")
plot(activeIndex, "active_index")
plot(lossPeriods, "loss_periods")
plot(closeQuantity, "scheduled_close_quantity")
plot(strategy.position_size, "position_size")
plot(strategy.position_avg_price, "position_avg_price")
plot(strategy.equity, "equity")
plot(strategy.openprofit, "openprofit")
plot(strategy.netprofit, "netprofit")
plot(strategy.closedtrades, "closed_trades")
plot(strategy.opentrades, "open_trades")
plot(last >= 0 ? strategy.closedtrades.profit(last) : na, "last_profit")
plot(last >= 0 ? strategy.closedtrades.entry_price(last) : na, "last_entry_price")
plot(last >= 0 ? strategy.closedtrades.exit_price(last) : na, "last_exit_price")
plot(last >= 0 ? strategy.closedtrades.entry_bar_index(last) : na, "last_entry_bar")
plot(last >= 0 ? strategy.closedtrades.exit_bar_index(last) : na, "last_exit_bar")