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input:price(C),cllen(30),start(20),finish(60),fac(1.7),
entryx(0),exitx(0),alen(20),alenavg(20),stop$(2000);
var:dl(0),bf(0),sf(0),cb(0),cs(0),tss(0),tbs(0),ss(0),bs(0),
ssn(0),bsn(0),buystops(0),sellstops(0);
dl=DynamicLength(price,cllen,start,finish); {dl.....var len user func}
bf=average(adaptive(high,alen),alenavg); {bf.....buy filter}
sf=average(adaptive(low,alen),alenavg); {sf.....sell filter}
cb=highest(high,dl)+entryx; {cb.....chan buy + extra amount}
cs=lowest(low,dl)-entryx; {cs.....chan sell - extra amount}
tss=Lowest(Low,dl/fac)-exitx; {tss.....trails the buy = SELL STOP}
tbs=Highest(High,dl/fac)+exitx; {tbs.....trails the sell = BUY STOP}
condition1=bf<>0 and bf[1]<bf; {buy filter not = 0 and rising}
condition2=sf<>0 and sf[1]>sf; {sell filter not = 0 and falling}
condition3=marketposition <>1; {position not long}
condition4=marketposition <>-1; {position not short}
condition5=marketposition=1; {market position long}
condition6=marketposition=-1; {market position short}
condition7=marketposition=0; {market position flat}
if condition1 and condition3 then begin cb=cb;end; {cb.....buy filter rising ,market position not long}
if condition2 and condition4 then begin cs=cs;end; {cs.....sell filter falling,market position not short}
if condition5 then begin tss=tss;end; {tss.....position long then start trail buy = SELL STOP}
If condition6 then begin tbs=tbs;end; {tbs.....position short then start trail sell = BUY STOP}
ss=entryprice-(stop$/bigpointvalue); {ss.....if long $2000 = SELL STOP}
bs=entryprice+(stop$/bigpointvalue); {bs.....if short $2000 = BUY STOP}
ssn=cb-(stop$/bigpointvalue); {ssn.....if flat $2000 = SELL STOP}
bsn=cs+(stop$/bigpointvalue); {bsn.....if flat $2000 = BUY STOP}
sellstops=maxlist(ss,tss); {sellstops.....if long print the closest stop ,the trail or the fixed $2000 = SELL STOPS}
buystops=minlist(bs,tbs); {buystops.....if short print the closest stop ,the trail or the fixed $2000 = BUY STOPS}
If Date=LastCalcDate then begin
If CommodityNumber=2 then print("Live Cattle =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=4 then print("Live Hogs =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=5 then print("Pork Bellies =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=7 then print("Cotten =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Trade P/L$",OpenPositionProfit:5:0);
If CommodityNumber=8 then print("Copper =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=9 then print("Corn =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=10 then print("Coffee =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=11 then print("Oates =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=12 then print("Orange Juice =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=13 then print("Platiumn =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=16 then print("Silver =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=17 then print("Soybeans =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=18 then print("Soybean Meal =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=19 then print("Soybean Oil =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=20 then print("Sugar=TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=21 then print("Wheat =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=24 then print("D Mark =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=25 then print("Swiss Franc =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=26 then print("British Lb =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=27 then print("Lumber =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Trade P/L $",OpenPositionProfit:5:0);
If CommodityNumber=30 then print("Gold =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=41 then print("T Bills =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=44 then print("T Bonds =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=65 then print("J Yen =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=89 then print("Heating Oil =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=141 then print("Euro $ =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=149 then print("S&P 500 =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=150 then print("T Notes =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=188 then print("Crude Oil =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If CommodityNumber=224 then print("Unleaded Gas =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position
$",OpenPositionProfit:5:0);
If CommodityNumber=263 then print("US $ Index =TOPMARK= Report Date:",Date:7:0," Month:",DeliveryMonth:2:0," Open Position $",OpenPositionProfit:5:0);
If MarketPosition=0 then begin
print(">>>>>>>>>>Begin Report:<<<<<<<<<<< ");{print(" ");}
print("Flat Date: ",EntryDate:6:0," Close Today at:",Close:4:4); {flat position info}
print("Position: Flat Closed Today at:",Close:4:4); {flat in market}
print("Orders:"); {orders to place}
print("Reference: Buy Order for Tomorrow at:",cb:4:4); {buy order}
print("Reference: Sell Stop for Tomorrow at:",sellstops:4:4); {sell stop}
print("Or:"); {place either or}
print("Reference: Sell Order for Tomorrow at:",cs:4:4,); {sell order}
print("Reference: Buy Stop for Tomorrow at:",buystops:4:4); {buy stop}
End;
If MarketPosition=-1 then begin
print(">>>>>>>>>>Begin Report:<<<<<<<<<<< ");{print(" ");} {short position info}
print("Entry Date: ",EntryDate:6:0," Close Today at:",Close:4:4); {short position info}
print("Position: Short in the Market from:",EntryPrice:4:4); {short in market}
print("Orders:"); {orders to place}
print("Reference: Buy Stop for Tomorrow at:",buystops:4:4); {buy stop}
print("Reversal:"); {reversal order if short}
print("Reference: Buy Order for Tomorrow at:",cb:4:4); {sell order}
print("Reference: Sell Stop for Tomorrow at:",sellstops:4:4); {sell stop}
End;
If MarketPosition= 1 then begin
print(">>>>>>>>>>Begin Report:<<<<<<<<<<< ");{print(" ");} {long position info}
print("Entry Date: ",EntryDate:6:0," Close Today at:",Close:4:4); {long position info}
print("Position: Long in the Market from:",EntryPrice:4:4); {long in market}
print("Orders:"); {orders to place}
print("Reference: Sell Stop for Tomorrow at:",sellstops:4:4); {sell stop}
print("Reversal:"); {reversal order if long}
print("Reference: Sell Order for Tomorrow at:",cs:4:4); {sell order}
print("Reference: Buy Stop for Tomorrow at:",buystops:4:4); {buy stop}
End;
{print(" ");}print(">>>>>>>>>>End of Report:<<<<<<<<<<< ");
End;
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