INPUT
:N1(
3
,
1
,
100
,
1
),N2(
5
,
1
,
100
,
1
),SS(
1
,
1
,
100
,
1
);
N3:=N1+N2;
N4:=N2+N3;
HL:=(
H
+
L
)/
2
;
Y:=
SMA
(
REF
(HL,N3),N4,
1
);
R:=
SMA
(
REF
(HL,N2),N3,
1
);
G:=
SMA
(
REF
(HL,N1),N2,
1
);
SG_H:=
BARSLAST
(
REF
(
H
,
2
)=
HHV
(
H
,
5
))+
2
;
XG_L:=
BARSLAST
(
REF
(
L
,
2
)=
LLV
(
L
,
5
))+
2
;
TOP:=
REF
(
H
,SG_H);
BOTTOM:=
REF
(
L
,XG_L);
MAX_YRG:
MAX
(
MAX
(Y,R),G);
MIN_YRG:
MIN
(
MIN
(Y,R),G);
TOP_FX:
VALUEWHEN
(
H
>=MAX_YRG,TOP);
BOTTOM_FX:
VALUEWHEN
(
L
<=MIN_YRG,BOTTOM);
IF
C
>=TOP_FX
AND
TOP_FX>MAX_YRG
THEN
BEGIN
SELLSHORT
(
HOLDING
<
0
,
HOLDING
,
MARKETR
);
BUY
(
HOLDING
=
0
,SS,
MARKETR
);
END
IF
C
<=BOTTOM_FX
AND
BOTTOM_FX<MIN_YRG
THEN
BEGIN
SELL
(
HOLDING
>
0
,
HOLDING
,
MARKETR
);
BUYSHORT
(
HOLDING
=
0
,SS,
MARKETR
);
END
SELL
(
C
<Y
AND
HOLDING
>
0
,
HOLDING
,
MARKETR
);
SELLSHORT
(
C
>Y
AND
HOLDING
<
0
,
HOLDING
,
MARKETR
);