Haiy_Mug, this one is better.
Here is Condition 4. LRS(c,20)>LRSSval;
-------Original Message-------
Date: 07/04/05 16:53:19
Subject: Fw: scalper pivot
----- Original Message -----
Sent: Monday, July 04, 2005 10:14 AM
Subject: scalper pivot
{scalper pivot points } Input: LRSBval(-0.12), {level which buys must be below} LRSSval(0.11), {level which sells must be above} Length3(20),{Length for buy LRS} Length4(20),{Length for sell LRS} FDBLen(20), {Number of bars to use for FastD calculation for buy side} FDSLen(20), {Number of bars to use for FastD calculation for sell side} FDBuy(6), {Value of FastD to signal long entry} FDSell(94), {Value of FastD to signal short entry} MAvgLen(20), PctAbvMA(.1), PctBlwMA(.05); Vars: PctAbvMAValue(0.0), PctBlwMAValue(0.0), FDBVal(0.0), FDSVal(0.0), FastDValL(0.0), FastDValS(0.0); PctAbvMAValue = (Average(Close,MAvgLen) * (100- PctAbvMA) / 100); PctBlwMAValue = (Average(Close,MAvgLen) * (100+ PctBlwMA) / 100); FDBVal = FastD(FDBLen); FDSVal = FastD(FDSLen); condition1 = c < PctAbvMAValue; condition2 = c > PctBlwMAValue; condition3=LinearregSlope(c,length3)LRSSval; condition5= (FDBVal <= FDBuy and FDBVal > FDBVal[1]) or (FDBVal[1] <= FDBuy and FDBVal > FDBVal[1]); condition6= (FDSVal >= FDSell and FDSVal < FDSVal[1]) or (FDSVal[1] >= FDSell and FDSVal < FDSVal[1]); if condition1 and condition3 and condition5 then begin Plot1(L - .5,"GoLong"); end; if condition2 and condition4 and condition6 then begin Plot2(H + .5,"GoShort"); end; | |