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I am trying to find the momentum divergence, Please help me to fine
tune the system
//Bullish Divergence
A1= LLVBars(C,28); //find when it reached 28 period trough
B1 = MA(Close - Ref(Close,-28),1); //get the momentum
C1=LLV(B1,28); //get the trough in momentum???
MML1= LLVBars(B1,28); //Number of bars it reached trough
D1= Ref(C,MML1 * -1); //Get the price for momentum trough bar
DD=IIf(A1=1 AND C < D1 AND B1 > C1 ,B1,0);
/*if Price 28 period low is today and today price is less than
momontum trogh bar price and todays momentum is greater than momentum
trough*/
//Bearish Divergence
PH1= HHVBars(C,28);
MH1 =HHV(B1,28);
MMH1= HHVBars(B1,28);
PH2= Ref(C,MMH1 * -1);
DD2=IIf(PH1=1 AND C > PH2 AND B1 < MH1 ,C,0);
Buy=DD ;
Sell=DD2 ;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
//It is assumed that transactions are made the next day after a
buy/sell signal.
BuyPrice=ValueWhen(Ref(Buy,-1),Open,0);
SellPrice=ValueWhen(Ref(Sell,-1),Open,0);
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