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runmode:0;

input:bollingerlengths(50);
input:trendliqlength(50);
input:numstddevs(2);
input:swingprcnt1(0.5);
input:swingprcnt2(0.75);
input:atrlength(10);
input:swingtrendswitch(20);

variable:swing=false;

cmival:=abs(close-ref(close,30))/(hhv(high,30),1)-llv(low,30);

buyeasierday:=0;
selleasierday:=0;

trendlokbuy:=ma(low,3);
trendloksell:=ma(high,3);

keyofday:=(high+low+close)/3;

if close>keyofday then
selleasierday:=1;
else
buyeasierday:=1;

atr:=ma(tr,atrlength);

if ref(buyeasierday,1)=1 then begin
swingbuypt:=open+swingprcnt1*atr;
swingsellpt:=open-swingprcnt2*atr;
end

if ref(selleasierday,1)=1 then begin
swingbuypt:=open+swingprcnt2*atr;
swingsellpt:=open-swingprcnt1*atr;
end

swingbuypt:=max(swingbuypt,trendlokbuy);
swingsellpt:=min(swingsellpt,trendloksell);

ma1:=ma(close,trendliqlength);

mid:=ma(close,bollingerlengths);
trendbuypt:=mid+numstddevs*std(close,bollingerlengths);
trendsellpt:=mid-numstddevs*std(close,bollingerlengths);

if cmival<swingtrendswitch then begin
if holding=0 then begin
  if high>=swingbuypt then begin
   buy(1,1,limitr,max(open,swingbuypt));
   swing:=true;
  end
end

if holding=0 then begin
  if low<=swingsellpt then begin
   buyshort(1,1,limitr,min(open,swingsellpt));
   swing:=true;
  end
end

if holding>0 then begin
  if low<=swingsellpt then begin
   sell(1,holding,limitr,min(open,swingsellpt));
   buyshort(1,1,limitr,min(open,swingsellpt));
   swing:=true;
  end
end

if holding<0 then begin
  if high>=swingbuypt then begin
   sellshort(1,holding,limitr,max(open,swingbuypt));
   buy(1,1,limitr,max(open,swingbuypt));
   swing:=true;
  end
end
end else begin
swingprotstop:=3*atr;

if holding=0 then begin
  if high>=trendbuypt then begin
   buy(1,1,limitr,max(open,trendbuypt));
   swing:=false;
  end
end

if holding=0 then begin
  if low<=trendsellpt then begin
   buyshort(1,1,limitr,min(open,trendsellpt));
   swing:=false;
  end
end

if holding>0 then begin
  if swing then begin
   if low<=enterprice-swingprotstop then
    sell(1,holding,limitr,min(open,enterprice-swingprotstop));
  end else begin
   if low<=ma1 then
    sell(1,holding,limitr,min(open,ma1));
  end
end

if holding<0 then begin
  if swing then begin
   if high>=enterprice+swingprotstop then
    sellshort(1,holding,limitr,max(open,enterprice+swingprotstop));
  end else begin
   if high>=ma1 then
    sellshort(1,holding,limitr,max(open,ma1));
  end
end
end

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