TABLE OF CONTENTS

Introduction to ProBuilder________________________________________ Chapter I: Fundamentals_________________________________________

Accessing ProBuilder....................................................................................................2 Specificities of ProBuilder programming language.......................................................6 Financial Terms of ProBuilder.......................................................................................7
1) Price and volume terms adapted to the timeframe of the chart.................................. 2) !ail" Price Terms.......................................................................................................# $) Temporal Terms.......................................................................................................1% &) Terms !erived from Price.........................................................................................1' ') The (ndefined Term.................................................................................................1'

)o* to use pre+e,isting indicators-............................................................................1' .aria/les......................................................................................................................17

Chapter II : Math Functions and ProBuilder instructions_______________

0ontrol Structures........................................................................................................1#
1) 0onditional instruction 1F..........................................................................................1#
a. 2ne condition3 one result 41F T)56 56!1F).................................................................1# /. 2ne condition3 t*o results 41F T)56 57S5 56!1F).....................................................1# c. Se8uential 1F conditions...............................................................................................2% d. 9ultiple 0onditions 41F T)56 57S5 57S1F 56!1F).....................................................2%

2) 1terative 7oop F2:...................................................................................................22

a. Ascending 4F2:3 T23 !23 65;T)................................................................................22 /. !escending 4F2:3 !2<6T23 !23 65;T)...................................................................2&

$) 0onditional 7oop <)175..........................................................................................2' &) B:5A=.....................................................................................................................26

a. <ith <)175..................................................................................................................26 /. <ith F2:......................................................................................................................27

') 026T16(5..............................................................................................................2
a. <ith <)175..................................................................................................................2 /. <ith F2:......................................................................................................................2

6) 2605......................................................................................................................2#

9athematical Functions..............................................................................................$%
1) 0ommon (nar" and Binar" Functions.....................................................................$% 2) 0ommon mathematical 2perators...........................................................................$% $) 0harting comparison Functions...............................................................................$1 &) Summation Functions..............................................................................................$1 ') Statistical Functions.................................................................................................$1

7ogical 2perators........................................................................................................$2 ProBuilder 1nstructions................................................................................................$2

1) :5T(:6..................................................................................................................$2 2) :59 or >>..................................................................................................................$$ $) 0ustom0lose...........................................................................................................$$ &) 0A77........................................................................................................................$& ') AS............................................................................................................................$& 6) 0272(:5!............................................................................................................$'

Chapter III : Practical Aspects_____________________________________

0reate a /inar" or ternar" indicator? *h" and ho*-...................................................$7 0reate ST2P indicators? follo* "our position in real+time...........................................$
1) StaticTa@e Profit ST2P............................................................................................$# 2) Static ST2P loss......................................................................................................&% $) 1nactivit" ST2P........................................................................................................&% &) Trailing Stop.............................................................................................................&2

Chapter I : E!ercises___________________________________________
0andlestic@s patterns..................................................................................................&$ 1ndicators.....................................................................................................................&6

"lossar#_______________________________________________________

Introduction to ProBuilder

INT$O%&CTION TO P$OB&IL%E$
ProBuilder is a BAS10+t"pe programming language3 ver" eas" to handle and e,haustive in terms of availa/le possi/ilities. Aou *ill /e a/le to create "our o*n programs using the 8uotes from an" instrument. Some /asic availa/le elements include? 2pening of each /ar ? 2pen 0losing of each /ar ? 0lose )ighest price of each /ar ? )igh 7o*est price of each /ar ? 7o* .olume of each /ar ? .olume

ProBuilder evaluates the data of each price /ar starting *ith the oldest one to the most recent one3 and then e,ecutes the formula developed in the language in order to determine the value of the indicators on the current /ar. The indicators coded in ProBuilder can /e displa"ed either in the price chart or in an individual one. 1n this document3 "ou *ill learn3 step /" step3 ho* to use the availa/le commands necessar" to program in this language than@s to a clear theoretical overvie* and concrete e,amples. 1n the end of the manual3 "ou *ill find a Blossar" *hich *ill give "ou an overall vie* of all the ProBuilder commands3 pre+e,isting indicators and other functions completing *hat "ou *ould have learned after reading the previous parts. (sers more confident in their programming s@ills can s@ip directl" to chapter 11 or Cust refer to the Blossar" to 8uic@l" find the information the" *ant.

<ishing "ou the /est3 good readingD

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Chapter I: Fundamentals

C'APTE$ I: F&N%AMENTALS
Accessin( ProBuilder
The programming Eone of an indicator is availa/le /" clic@ing the /utton F1ndicator>Bac@testF *hich can /e found in the upper right corner of each graphic of the platform.

The indicators management *indo* *ill /e displa"ed. Aou *ill then /e a/le to? !ispla" a pre+e,isting indicator 0reate a personaliEed indicator3 *hich can /e used after*ards on an" securit"

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Chapter I: Fundamentals

1f "ou choose the second possi/ilit"3 clic@ on F6e* indicatorF to access the programming *indo*. At that time3 "ou *ill /e a/le to choose /et*een? programming directl" an indicator in the te,t Eone designed for *riting code or use the help function /" clic@ing on F1nsert FunctionF. This *ill open a ne* *indo* in *hich "ou can find all the functions availa/le. This li/rar" is separated in 7 categories3 to give "ou constant assistance *hile programming.

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Chapter I: Fundamentals

7etGs ta@e for e,ample the first specific ProBuilder element? the F $ET&$NF function 4availa/le in the H=e"*ordsI categor" 4see the image /elo*).

Select the *ord F$ET&$NF and clic@ on FAddF. The command *ill /e added to the programming Eone.

$ET&$N allo*s "ou to displa" the result

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Chapter I: Fundamentals

Suppose *e *ant to create an indicator displa"ing the .olume. 1f "ou have alread" inserted the function F$ET&$NF3 then "ou Cust need to clic@ one more time on F1nsert functionF. 6e,t3 clic@ on F0onstantsF in the F0ategoriesF section3 then in the right side of the *indo*3 in the section named FFunctionsF3 clic@ on F olumeF. Finall"3 clic@ on FAddF.

Before clic@ing on F.alidate programF3 "ou need to enter the name of "our indicator. )ere3 *e named it F.olume 9icrosoftF. To finish3 clic@ on F.alidate programF and "ou *ill see "our indicator displa"ed /elo* the price chart.

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Chapter I: Fundamentals

Speci)icities o) ProBuilder pro(rammin( lan(ua(e

Speci)icities The ProBuilder language allo*s "ou to use man" classic commands as *ell as sophisticated tools *hich are specific to technical anal"sis. These commands *ill /e used to program from simple to ver" comple, indicators.

The main ideas to @no* in the ProBuilder language are? 1t is not necessar# to declare *aria+les 1t is not necessar# to t#pe *aria+les There is no di))erence +et,een capital letters and small letters 4/ut3 as *e *ill see later3 there is one e,ception) -e use the same s#m+ol ./. )or mathematic e0ualit# and to attri+ute a *alue to a *aria+le

<hat does that mean !eclare a varia/le ; means indicating its e,istence. 1n ProBuilder3 "ou can directl" use ; *ithout having to declare it. 7etGs ta@e an e,ample? <ith declaration? let /e varia/le ;3 *e attri/ute to ; the value ' <ithout declaration? <e attri/ute to ; the value ' 4therefore3 implicitl"3 ; e,ists and the value ' is attri/uted to it) 1n ProBuilder "ou Cust need to *rite? ;J'

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Chapter I: Fundamentals

T"pe a varia/le means defining its nature. For e,ample? is the varia/le a natural num/er 4e,? $K K 21K 6&$K L)3 a *hole num/er *hich can /e negative or positive 4e,? $K 6$2K +$7K L)3 a decimal num/er 4e,? 1.76&'$'$&'$'L)3 a /oolean 4:1B)TJ13 <:26BJ%)3L-

1n ProBuilder3 "ou can *rite "our command *ith capital letters or small letters. For e,ample3 the group of commands 1F > T)56 > 57S5 > 56!1F can /e *ritten iF > t)e6 > 57se > end1f 4and man" other possi/ilitiesD) 5,ception? <hen "ou decide to create a varia/le and re+use it later in the program3 "ou must not contradict the spelling "ou used during its creation. 1f "ou started to name "our varia/le? FvA:iaB7eF and *ish to re+use it in "our program3 then "ou must refer to it as FvA:iaB7eF3 not as Hvaria/leI not an"thing else.

Affect a value to a varia/le means give the varia/le a value. 1n order to understand this principle3 "ou must assimilate a varia/le *ith an empt" /o, *hich "ou can fill *ith an e,pression 4e,? a num/er). The follo*ing diagram illustrate the Affectation :ule *ith the .olume value affected to the varia/le ;?

olume

As "ou can see3 *e must read from right to left? .olume is affected to ;. 1f "ou *ant to *rite it under ProBuilder3 "ou Cust need to replace the arro* *ith an e8ual sign?

1 / olume
The same J s"m/ol is used? For the affectation of a varia/le 4li@e the previous e,ample) As the mathematical /inar" operator 41M 1J 2 is e8uivalent to 2 J 1 M 1).

Financial Terms o) ProBuilder

Before coding "our personal indicators3 "ou must e,amine the elements "ou need to *rite "our code such as the opening price3 the closing price3 etc. These are the FfundamentalsF of technical anal"sis and the main things to @no* for coding indicators.

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Chapter I: Fundamentals

Aou *ill then /e a/le to com/ine them in order to dra* out some information provided /" financial mar@ets. <e can group them together in ' categories?

23 Price and *olume terms adapted to the time)rame o) the chart

These are the FclassicalF terms and also the ones used the most. The" report /" default the value of the current /ar 4*hatever the timeframe used). Open : 2pening price of each /ar 'i(h : )ighest price of each /ar Lo, : 7o*est price of each /ar Close : 0losing price of each /ar OpenO)Ne!tBar : 2pening price of the ne,t /ar olume : The num/er of securities or contracts e,changed at each /ar

E!ample: :ange of the current /ar a / 'i(h + / Lo, M#$an(e / a 4 + $ET&$N M#$an(e

1f "ou *ant to use the information of previous /ars rather than the current /ar3 "ou Cust need to add /et*een s8uare /rac@ets the num/er of /ars that "ou *ant to go /ac@ into the past.

Lets take for example the closing price term: Value of the closing price of the current bar: Value of the closing price preceding the current bar: Value of the closing price preceding the nth bar preceding the current one: Close Close[1] Close [n]

This rule is valid for an" term. For e,ample3 the opening price of the 2nd /ar preceding the current can /e e,pressed as? 2penN2O. The reported value *ill depend on the displa"ed timeframe of the chart.

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Chapter I: Fundamentals

F20(S ? OpenO)Ne!tBar 2pen2f6e,tBar can /e used the same *a" as the 2pen constant. 1t follo*s this rule? OpenO)Ne!tBar5n627 / Open5n7 For e,ample? 2pen2f6e,tBarN1O J 2pen 2pen2f6e,tBarN2O J 2penN1O 2pen2f6e,tBarN$O J 2penN2O ,here n89

:3 %ail# Price Terms

0ontrar" to the terms adapted to the timeframe of the chart3 the dail" price terms refer to the value of the da"3 regardless the timeframe of the chart. Another difference /et*een !ail" price terms and terms adapted to the timeframe of the chart is that the dail" price terms use /rac@ets and not s8uare /rac@ets to call the values of previous /ars. %open;n3 : 2pening price of the nth da" /efore the one of the current /ar %hi(h;n3 : )ighest price of the nth da" /efore the one of the current /ar %lo,;n3 : 7o*est price of the nth da" /efore the one of the current /ar %close;n3 : 0losing price of the nth da" /efore the one of the current /ar

6ote? FnF can /e e8ual to % if *e *ant to call the value for toda" as sho*n in the e,ample /elo*. !a"+traders @no* the importance of the close of the da" /efore and of the open that is a moment of emotion *hen the novices enter or e,it the mar@et. The high and lo* of the previous da"s can indicate the price changes of the ne,t da".

E!ample: !ail" :ange a / %hi(h;93 + / %lo,;93 M#$an(e / a < + $ET&$N M#$an(e

The terms adapted to the timeframe of the chart use s8uare /rac@ets *hile the dail" price terms use /rac@ets. 0lose N$O !close4$) The closing price $ periods ago The closing price $ da"s ago

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Chapter I: Fundamentals

=3 Temporal Terms
Time is often a neglected component of technical anal"sis. )o*ever traders @no* ver" *ell the importance of some time periods in the da" or dates in the "ear. 1t is possi/le in "our programs to ta@e into account time and date and improve the efficienc" of "our indicators. The Temporal Terms are descri/ed hereafter? %ate : indicates the date of the close of each /ar in the format Aear9onth!a" 4AAAA99!!)

Temporal Terms are considered /" ProBuilder as *hole num/ers. The !ate term3 for e,ample3 must /e used as one num/er made up of figures.

7etGs *rite do*n the program? $ET&$N %ate

Suppose toda" is the &th of Pul" 2%% 3 the program a/ove *ill return the value 2%% %7%& for toda" and 2%% %7%$ for "esterda" and so on for previous da"s. !ate under ProBuilder is then /ased on the follo*ing scale of value? 2ne millennium is e8uivalent to 1% %%% %%% date units 2ne centur" is e8uivalent to 1 %%% %%% date units 2ne decade is e8uivalent to 1%% %%% date units 2ne "ear is e8uivalent to 1% %%% date units Ten months are e8uivalent to 1 %%% date units 4do not e,ceed 12 months) 2ne month is e8uivalent to 1%% date units 4do not e,ceed 12 months) Ten da"s are e8uivalent to1% date units 4do not e,ceed $1 seconds) 2ne da" is e8uivalent to 1 date unit 4do not e,ceed $1 seconds)

Time : indicates the hour of the closing price of each /ar in the format )our9inuteSecond 4))99SS)

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Chapter I: Fundamentals

5,ample? $ET&$N Time This indicator sho*s us the closing time of each /ar in the format ))99SS?

1t is also possi/le to use Time and %ate in the same indicator to do anal"sis or displa" results at a precise moment. 1n the follo*ing e,ample3 *e *ant to limit our indicator to the date of 2cto/er 1st at precisel" #am and 1 second? a / ;%ate / :99>29923 + / ;Time / 9?99923 $ET&$N ;a AN% +3

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Chapter I: Fundamentals

Similar to %ate3 Time uses the follo*ing scale of value? Ten hours are e8uivalent to 1%% %%% time units 4do not e,ceed 2$ hours) 2ne hour is e8uivalent to 1% %%% units 4do not e,ceed 2$ hours) Ten minutes are e8uivalent to 1 %%% time units 4do not e,ceed '# minutes) 2ne minute is e8uivalent to 1%% time units 4do not e,ceed '# minutes) Ten seconds are e8uivalent to 1% time units 4do not e,ceed '# seconds) 2ne second is e8uivalent to 1 time unit 4do not e,ceed '# seconds)

The follo*ing terms *or@ the same *a"? Minute : 9inute of the close of each /ar 4from % to '#)? 2nl" for intrada" charts. 'our : )our of the close of each /ar 4from % to 2$)? 2nl" for intrada" charts. %a# : !a" of the months of the closing price of each /ar 4from 1 to 2 or 2# or $% or $1) Month : 9onth of the closing price of each /ar 4from 1 to 12) @ear : Aear of the closing price of each /ar %a#O)-eeA : !a" of the <ee@ of the close of each /ar 4does not use *ee@end!a"s) 41Jmonda"3 2Jtuesda"3 $J*ednesda"3 &Jthursda"3 'Jfrida")

5,ample? a / ;'our 8 2B99993 +/ ;%a#/=93 $ET&$N ;a AN% +3

Current'our : 0urrent )our 4of the local mar@et) CurrentMinute : 0urrent 9inute 4of the local mar@et) CurrentMonth : 0urrent 9onth 4of the local mar@et) CurrentSecond : 0urrent Second 4of the local mar@et) Toda# : 0urrent !ate 4of the local mar@et) CurrentTime : 0urrent )our9inuteSecond 4of the local mar@et) Current@ear : 0urrent Aear 4of the local mar@et) Current%a#O)-eeA : 0urrent !a" of the *ee@ *ith the mar@et time Eone as a reference

The di))erence /et*een the F0urrentF terms and the Fnon+0urrentF terms presented a/ove is the F0urrentF aspect.

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Chapter I: Fundamentals

The follo*ing picture /rings to light that difference 4applied on the CurrentTime and Time terms). <e can highlight the fact that for F0urrentI terms3 *e must set aside the time a,is and onl" ta@e in consideration the displa"ed value 4the value of the current time is displa"ed over the *hole histor" of the chart).

Time indicates the closing time of each /ar. CurrentTime indicates the current mar@et time. 1f "ou *ant to set up "our indicators *ith counters 4num/er of da"s passed3 num/er of /ars passed etcL)3 "ou can use the %a#s3 BarInde! and Intrada#BarInde! terms. %a#s : 0ounter of da"s since 1#%%

This term is 8uite useful *hen "ou *ant to @no* the num/er of da"s that have passed. 1t is particularl" relevant *hen "ou *or@ *ith an 4,) tic@ or 4,) volume vie*.

The follo*ing e,ample sho*s "ou the num/er of da"s passed since 1#%%. $ET&$N %a#s

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Chapter I: Fundamentals

BarInde! : 0ounter of /ars since the /eginning of the displa"ed historic The counter starts from left to right and counts each /ar3 including the current /ar. The first /ar loaded is considered /ar num/er %. 9ost of the time3 BarInde! is used *ith the IF instruction presented later in the manual 4see page 22 for use e,amples). Intrada#BarInde! : 0ounter of intrada" /ars The counter displa"s the num/er of /ars since the /eginning of the da" and then resets to Eero at the /eginning of ever" ne* da". The first /ar of the counter is considered /ar num/er %.

7etGs compare the t*o counter terms *ith t*o separated indicators? $ET&$N BarInde! and $ET&$N Intrada#BarInde!

<e can clearl" see the difference /et*een them? Intrada#BarInde! reset itself to Eero at the /eginning of ever" ne* da".

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Chapter I: Fundamentals

C3 Terms %eri*ed )rom Price

These terms allo*s "ou to get more complete information compared to Open3 'i(h3 Lo, and Close3 since the" com/ine those prices so to emphasiEe some aspects of the financial mar@et ps"cholog" sho*n on the current /ar. $an(e : difference /et*een )igh and 7o*. T#picalPrice : average /et*een )igh3 7o* and 0lose -ei(htedClose : *eighted average of )igh 4*eight 1)3 7o* 4*eight 1) and 0lose 4*eight 2) MedianPrice : average /et*een )igh and 7o* TotalPrice : average /et*een 2pen3 )igh3 7o* and 0lose

7e $an(e sho*s the volatilit" of the current /ar3 *hich is an estimation of ho* nervous investors are. Aou can create an indicator *ith one of the terms a/ove onl" /" creating a one+line indicator F:5T(:6 :angeF for e,ample or use the terms to create a more complicated indicator. The -ei(htedClose focuses on the importance of the closing price /ar 4even more important *hen applied to dail" /ars or *ee@l" /ars). The T#picalPrice and TotalPrice emphasiEe intrada" financial mar@et ps"cholog" since the" ta@e $ or & predominant prices of the current /ar into account 4see a/ove). MedianPrice uses the 9edian concept 4the middle num/er) instead of the Average concept *hich is 8uite useful *hen tr"ing to create theoretical models that donGt ta@e investors ps"cholog" into account.

$an(e in D : M#$an(e / $an(e Calcul / ;M#$an(eEM#$an(e527<23F299 $ET&$N Calcul

G3 The &nde)ined Term

The @e"*ord &nde)ined allo*s "ou to indicate to the soft*are not to displa" the value of the indicator. &nde)ined : undefined data 4e8uivalent to an empt" /o,) Aou can find an application e,ample on page 2&

'o, to use pre<e!istin( indicatorsH

(p until no*3 *e have descri/ed "ou the possi/ilities offered /" ProBuilder concerning the terms and ho* to call values of /ars of the past using these terms. Pre+e,isting indicators 4the ones alread" programmed in the platform) function the same *a" and so do the indicators "ou *ill code.

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Chapter I: Fundamentals

ProBuilder indicators are made up of three elements *hich s"nta, is? NameO)Function 5calculated o*er n periods7 ;applied to ,hich price or indicator3 <hen using the F1nsert FunctionF /utton to loo@ for a ProBuilder function and then enter it into "our program 4see page $ and &)3 default values are given for /oth the period and the price or indicator argument.

A*era(e5:97;Close3
<e can of course modif" these values according to our preferencesK for e,ample3 *e can replace the 2% /ars defined /" default *ith 1%% /ars. 1n the same *a"3 *e can change the price argument F0loseF *ith F2penF or F%open;I3F Q the open of the dail" /ar 6 da"s ago ?

A*era(e5:97;%open;I33
)ere are some sample programs?

Pro(ram calculatin( the e!ponential mo*in( a*era(e o*er :9 periods applied to the closin( price: $ET&$N E!ponentialA*era(e5:97;Close3

Pro(ram calculatin( the ,ei(hted mo*in( a*era(e o*er :9 +ars applied to the t#pical price mm / -ei(htedA*era(e5:97;T#picalPrice3 $ET&$N mm

Pro(ram calculatin( the -ilder a*era(e o*er 299 candlesticAs applied to the olume mm / -ilderA*era(e52997; olume3 $ET&$N mm

Program calculating the 9A0! 4histogram) applied to the closing price. The 9A0! is /uilt *ith the difference /et*een the 12+period e,ponential moving average 459A) minus the 26+period 59A. Then3 *e ma@e a smoothing *ith an e,ponential moving average over # periods and applied to the 9A0! line to get the Signal line. Finall"3 the 9A0! is the difference /et*een the 9A0! line and the Signal line. $EM Calculation o) the MAC% line MAC%Line / E!ponentialA*era(e52:7;Close3 < E!ponentialA*era(e5:I7;Close3 $EM Calculation o) the MAC% Si(nal line MAC%Si(nalLine / E!ponentialA*era(e5?7;MAC%Line3 $EM Calculation o) the di))erence +et,een the MAC% line and its Si(nal MAC%'isto(ramme / MAC%Line 4 MAC%Si(nalLine $ET&$N MAC%'isto(ramme

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Chapter I: Fundamentals

aria+les
<hen "ou code an indicator3 "ou ma" *ant to introduce varia/les. The varia/les option in the upper+right corner of the *indo* allo*s "ou to attri/ute a default value to an undefined term and manipulate it in the FsettingsF *indo* of the indicator *ithout modif"ing the code of "our program. 7etGs calculate a simple moving average on 2% periods? $ET&$N A*era(e5:97;Close3

1n order to modif" the num/er of periods for the calculation directl" from the indicator FSettingsF interface3 replace 2% *ith the varia/le FnF? $ET&$N A*era(e5n7;Close3 Then3 clic@ on FAddF in F.aria/lesF and another *indo* named F.aria/le definitionF *ill /e displa"ed. Fill it in as follo*s?

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Chapter I: Fundamentals

0lic@ on the F2=F /utton. Then3 in the FSettingsF *indo* 4in this case FSettings 9"9ovingAverageF) "ou *ill see a ne* parameter *hich *ill allo* "ou to modif" the num/er of periods in the calculation of the moving average?

2f course3 it is possi/le to do the same *ith man" varia/les giving "ou the possi/ilit" to manipulate multiple parameters at the same time for the same indicator.

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Chapter II : Math Functions and ProBuilder instructions

C'APTE$ II : MAT' F&NCTIONS AN% P$OB&IL%E$ INST$&CTIONS

Control Structures
23 Conditional instruction IF
The IF instruction is used to ma@e a conditioned action3 meaning e,ecuting the action if one or more conditions is met. The structure is made up of the instructions IF3 T'EN3 ELSE3 ELSIF3 EN%IF3 *hich are used depending on the comple,it" of the conditions "ou defined.
aJ One conditionK one result ;IF T'EN EN%IF3

<e can loo@ for a condition and define an action if that condition is true. 2n the other hand3 if the condition is not valid3 then nothing *ill happen 4B" default3 :esult J %). 1n this e,ample3 if current price is greater than the 2%+period moving average3 then *e displa"? :esult J 1 and displa" this on the chart.

IF Close8A*era(e5:97;Close3 T'EN $esult/2 EN%IF $ET&$N $esult

1F Price R 2%+period moving average then :esult J 13 other*ise :esult J% end of the 1F condition !ispla" the value of result on the chart

$ET&$N must al*a"s /e follo*ed *ith the storage varia/le containing the result in order to displa" the result on the chart 4in the last e,ample *e use the varia/le F:esultF).

+J One conditionK t,o results ;IF T'EN ELSE EN%IF3

<e can also define a different result if the condition is not true. 7et us go /ac@ to the previous e,ample? if the price is greater than the moving average on 2% periods3 then displa" 13 else3 displa"s +1.

IF Close8A*era(e5:97;Close3 T'EN $esult/2 ELSE $esult/<2 EN%IF $ET&$N $esult

NB:

e ha!e created a binar" indicator# $or more information% read page &'

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Chapter II : Math Functions and ProBuilder instructions

cJ Se0uential IF conditions

Aou can create su/+conditions after the validation of the main condition3 meaning conditions *hich must /e validated one after another. For that3 "ou need to /uild a se8uence of IF structures3 one included in the other. Aou should /e careful to insert in the code as man" EN%IF as IF. 5,ample? %ou+le conditions on mo*in( a*era(es : IF ;A*era(e52:7;Close3 < A*era(e5:97;Close3 8 93 T'EN IF E!ponentialA*era(e52:7;Close3 < E!ponentialA*era(e5:97;Close3 8 9 T'EN $esult / 2 ELSE $esult / <2 EN%IF EN%IF $ET&$N $esult

dJ Multiple Conditions ;IF T'EN ELSE ELSIF EN%IF3

Aou can define a specific result for a specific condition. The indicator reports man" states? if 0ondition 1 is valid then do Action1K else3 if 0ondition 2 is valid3 then do Action 2 Lif none of the previousl" mentioned conditions are valid then do Action n. This structure uses the follo*ing instructions? IF3 T'EN3 ELSIF3 T'EN.... ELSE3 EN%IF. The s"nta, is ? IF ;Condition23 T'EN ;Action23 ELSIF ;Condition:3 T'EN ;Action:3 ELSIF ;Condition=3 T'EN ;Action=3 JJJ JJJ JJJ ELSE ;Action n3 EN%IF

Aou can also replace ELSIF *ith ELSE IF /ut "our program *ill ta@e longer to *rite. 2f course3 "ou *ill have to end the loop *ith as man" instance of EN%IF as IF. 1f "ou *ant to ma@e multiple conditions in "our program3 *e advise "ou to use ELSIF rather than ELSE IF for this reason.

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Chapter II : Math Functions and ProBuilder instructions

E!ample: detection of /earish and /ullish engulfing lines using the 5lsif instruction This indicator displa"s 1 if a /ullish engulfing line is detected3 +1 if a /earish engulfing line is detected3 and % if neither of them is detected. EE%etection o) a +ullish en(ul)in( line Condition2 / Close527 LOpen527 Condition: / OpenLClose527 Condition= / Close8Open527 ConditionC / OpenL Close

EE%etection o) a +earish en(ul)in( line ConditionG / Close5278Open527 ConditionI / CloseL Open ConditionB / Open8Close527 Condition> / CloseLOpen527

IF Condition2 AN% Condition: AN% Condition= AN% ConditionC T'EN a/2 ELSIF ConditionG AN% ConditionI AN% ConditionB AN% Condition> T'EN a/<2 ELSE a/9 EN%IF $ET&$N a E!ample: :esistance !emar@s pivot IF %close;23 8 %open;23 T'EN Phi(h / %hi(h;23 6 ;%close;23 < %lo,;233 E : Plo, / ;%close;23 6 %lo,;233E: ELSIF %close;23 L %open;23 T'EN Phi(h / ;%hi(h;23 6 %close;233 E : Plo, / %lo,;23 < ;%hi(h;23 < %close;233E: ELSE Phi(h / %close;23 6 ;%hi(h;23 < %lo,;233 E : Plo, / %close;23 < ;%hi(h;23 < %lo,;233 E : EN%IF $ET&$N Phi(h K Plo,

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Chapter II : Math Functions and ProBuilder instructions

E!ample : Bar1nde, 1n the chapter 1 of our manual3 *e presented BarInde! as a counter of /ars loaded. BarInde! is often used *ith IF. For e,ample3 if *e *ant to @no* if the num/er of /ars in "our chart e,ceeds 2$ /ars3 then *e *ill *rite? IF BarInde! L/ := T'EN a/ 9 ELSIF BarInde! 8 := T'EN a/2 EN%IF $ET&$N a

:3 Iterati*e Loop FO$

FO$ is used *hen *e *ant to e,ploit a finite series of elements. This series must /e made up of *hole num/ers 4e,? 13 23 $3 etcL) and ordered. 1ts structure is formed of FO$3 TO3 %O-NTO3 %O3 NE1T. TO and %O-NTO are used depending on the order of appearance in the series of the elements 4ascending order or descending order). <e also highlight the fact that *hat is /et*een FO$ and %O are the e,tremities of the interval to scan.
aJ Ascendin( ;FO$K TOK %OK NE1T3

FO$ ; aria+le / Be(innin( alueO)TheSeries3 TO Endin( alueO)TheSeries %O ;Action3 NE1T

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Chapter II : Math Functions and ProBuilder instructions

E!ample: Smoothing of a 12+period moving average 7etGs create a storage varia/le 4:esult) *hich *ill sum the 113 12 and 1$+period moving averages. $esult/9 FO$ Period / 22 TO 2= %O $esult/ A*era(e5Period7;Close3 6 $esult NE1T $EM LetMs create a stora(e *aria+le ;A*era(e$esult3 ,hich ,ill di*ide $esult +# = and displa# a*era(e resultJ A*ear(e result is a smoothin( o) the 2:<period mo*in( a*era(eJ A*era(e$esult / $esultE= $eturn A*era(e$esult

7etGs see step /" step ho* the program does the calculation? 9athematicall"3 *e *ant to calculate the average of the moving averages calculated on 113 12 and 1$ periods. Period *ill then get successivel" the values 113 12 and 1$ 4F2: al*a"s *or@s *ith *hole num/ers onl"). :esult J % <hen Period J 11 ? The ne* :esult J the 11 + period moving average M the previous value of result 4%). The counter receives its ne,t value <hen Period J 12 ? The ne* :esult J the 12 + period moving average M the previous value of result. The counter receives its ne,t value <hen Period J 1$ ? The ne* :esult J the 1$ + period moving average M the previous value of result. 1$ is the last value of the counter. <e end the HFO$I loop *ith the HNE1TI instruction. <e then displa" Average:esult

To sum it up3 varia/le *ill3 first of all3 get the /eginning value of the series3 then varia/le *ill receive the ne,t one 4the last one M 1) and so on until the ver" last value of the series. To finish3 *e end the loop.

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Chapter II : Math Functions and ProBuilder instructions

E!ample: Average of the highest price over the 2% last /ars MAhi(h/9 S&Mhi(h/9 IF BarInde! L :9 T'EN MAhi(h / &nde)ined 1f there are not "et 2% periods displa"ed Then *e attri/ute to 9Ahigh value F(ndefinedF 4not displa"ed) ELSE FO$ i / 9 TO :9 %O 57S5 F2: values of i /et*een 1 to 2%

S&Mhi(h / 'i(h5i76S&Mhi(h <e sum the 2% last F)1ghF values NE1T EN%IF MAhi(h / S&Mhi(hE:9 <e calculate the average for the last 2% periods and store the result in 9Ahigh $ET&$N MAhi(h <e displa" 9Ahigh

+J %escendin( ;FO$K %O-NTOK %OK NE1T3

To ma@e a descending loop3 *e use? FO$3 %O-NTO3 %O3 NE1T. 1ts s"nta, is? FO$ ; aria+le / Endin( alueO)TheSeries3 %O-NTO Be(innin( alueO)TheSeries %O ;Action3 NE1T

7et us go /ac@ to the previous e,ample 4the 2%+period moving average of F)ighF) ? <e can notice that *e have Cust inverted the e,tremities of the scanned interval. MAhi(h/9 S&Mhi(h/9 IF BarInde! / 9 T'EN MAhi(h / &nde)ined ELSE FO$ i / :9 %O-NTO 2 %O S&Mhi(h / 'i(h5i76S&Mhi(h NE1T EN%IF MAhi(h / S&Mhi(hE:9 $ET&$N MAhi(h

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Chapter II : Math Functions and ProBuilder instructions

=3 Conditional Loop -'ILE

-'ILE is used to @eep doing an action *hile a condition remains true. Aou *ill see that this instruction is ver" similar to the simple conditional instruction IF>T'EN>EN%IF. This structure uses the follo*ing instructions? -'ILE3 4%O optional)3 -EN% 4end <)175) 1ts s"nta, is? -'ILE ;Condition3 %O ;Action 23 N ;Action n3 -EN%

E!ample: $esult/9 -'ILE Close8 A*era(e5:97;Close3 %O $esult/2 -EN% $ET&$N $esult

E!ample: indicator calculating the num/er of consecutive increases Increase / ;Close 8 Close5273 Count / 9 -'ILE Increase5Count7 %O Count / Count 6 2 -EN% $ET&$N Count

(eneral comment on the conditional instruction WHILE )imilarl" to IF% the program *ill not process the conditional loop if the condition is unkno*n# For e!ample: Count / 9 -'ILE i L8 22 %O i/i62 Count / Count 6 2 -EN% $ET&$N Count

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Chapter II : Math Functions and ProBuilder instructions

The -'ILE instruction does not recogniEe the value of i. Therefore3 it cannot test *hether i is e8ual to 1% or not and the loop *ill not /e processed3 hence the count is e8ual to %. The correct code *ould /e? i/9 Count / 9 -'ILE i L8 22 %O i/i62 Count / Count 6 2 -EN% $ET&$N Count

1n this code3 i is initialiEed. The loop *ill then *or@ correctl" since the condition for /eginning the loop is valid.

C3 B$EAO
The B$EAO instruction allo*s "ou to ma@e a forced e,it out of a -'ILE loop or a FO$ loop. 0om/inations are possi/le *ith the IF command3 inside a -'ILE loop or a FO$ loop.

aJ -ith -'ILE

<hen *e tr" to get out of a conditional -'ILE loop *ithout *aiting for a situation *here the condition is not valid3 *e use B$EAO. 1ts s"nta, is? -'ILE ;Condition3 %O ;Action3 B$EAO -EN%

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Chapter II : Math Functions and ProBuilder instructions

7etGs ta@e for e,ample an indicator sho*ing increases of the price? $EM Trend indicator: indicates increases $EM -hen the indicator is e0ual to 2 then an increase is detectedK elseK the indicator is e0ual to 9J Increase / ;Close 4 Close527389 Indicator / 9 i/9 -'ILE Increase5i7 %O Indicator / Indicator 6 2 i/i62 B$EAO -EN% $ET&$N Indicator 1n this code3 if B$EAO *asnGt used3 the loop *ould have resumed and the result *ould /e another trend indicator *hich *ould have cumulated increases.

+J -ith FO$

<hen *e tr" to get out of an iterative FO$ loop3 *ithout reaching the last 4or first) value of the series3 *e use B$EAO. FO$ ; aria+le / Be(innin( alueO)TheSeries3 TO Endin( alueO)TheSeries %O ;Action3 B$EAO NE1T 7etGs ta@e for e,ample an indicator cumulating increases of the volume of the last 1# periods. This indicator *ill /e e8ual to % if the volume decreases. Count / 9 FO$ i / 9 TO 2? %O IF ; olume5i78 olume5i6273 T'EN Count / Count 6 2 ELSE B$EAO EN%IF NE1T $ET&$N Count 1n this code3 if B$EAO *erenGt used3 the loop *ould have continued until 1# 4last element of the series) even if the condition count is not valid. )o*ever3 *ith B$EAO3 as soon as the condition is valid3 the result /ecomes %.

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Chapter II : Math Functions and ProBuilder instructions

G3 CONTIN&E
The CONTIN&E instruction allo*s "ou to resume the program reader at the line *here -'ILE or FO$ is *ritten3 thus *ithout restarting completel" the loop 4an" incremented counter *ill thus @eep its value and not /e reset to %). This command is often used *ith B$EAO3 either to leave the loop 4B$EAO) or to sta" in the loop 4CONTIN&E).

aJ -ith -'ILE

7etGs create a program counting the num/er of candlestic@s *hose close and open are greater than those of the candlestic@ preceding them. 1f the condition is not valid3 then the counter *ill /e reset to %. Increase / Close 8 Close527 Count/9 -'ILE OpenLOpen527 %O IF Increase5Count7 T'EN Count / Count 6 2 CONTIN&E EN%IF B$EAO -EN% $ET&$N Count <hen using CONTIN&E3 if the IF condition is not valid3 then the -'ILE loop is not ended. This allo*s us to count the num/er of patterns detected *ith this condition. <ithout the CONTIN&E instruction3 the program *ould leave the loop3 even if the IF condition is validated. Then3 *e *ould not /e a/le to continue counting the num/er of patterns detected and the result *ould /e /inar" 413 %).

+J -ith FO$

7etGs create a program counting the num/er of candlestic@s *hose close and open are greater than those of the candlestic@ preceding them. 1f the condition is not valid3 then the counter *ill /e reset to %. Increase / Close 8 Close527 Count/9 FO$ i / 2 TO BarInde! %O IF Increase5Count7 T'EN Count / Count 6 2 CONTIN&E EN%IF B$EAO NE1T $ET&$N Count

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Chapter II : Math Functions and ProBuilder instructions

FO$ gives "ou the possi/ilit" to test the condition over all the data loaded. <hen used *ith CONTIN&E3 if the IF condition is validated3 then *e do not leave the FO$ loop and resume it *ith the ne,t value of i. This is ho* *e count the num/er of patterns detected /" this condition. <ithout CONTIN&E3 the program *ould leave the loop3 even if the IF condition is validated. Then3 *e *ould not /e a/le to count the num/er of patterns detected and the result *ould /e /inar" 413 %).

I3 ONCE
The ONCE instruction is used to initialiEe a varia/le at a certain value Fonl# ONE TIMEF. =no*ing that for the *hole program3 the language *ill read the code for each /ar displa"ed on the chart /efore returning the result3 "ou must then @eep in mind that ONCE ? 1s processed onl" one time /" the program including the second reading. !uring the second reading of the program3 it *ill stoc@ the values calculated in the previous reading.

To )ull# understand ho, this command ,orAsK #ou need to percei*e ho, the lan(ua(e processes the codeK hence the use)ulness o) the ne!t e!ampleJ

These are t*o programs returning respectivel" % and 1' and *hich onl" difference is the ONCE command added? Pro(ram 2 71 Count / 9 72 i/9 7$ IF iL/G T'EN 7& 7' 76 EN%IF 77 $ET&$N Count Count / Count 6 i i/i62 71 ONCE Count / 9 72 ONCE i/9 7$ IF iL/G T'EN 7& 7' 76 EN%IF 77 $ET&$N Count Count / Count 6 i i/i62 Pro(ram :

LetMs see ho, the lan(ua(e read the codeJ Pro(ram 2 : For the first /ar3 the language *ill read line 1 471? 0ount J %K i J %)3 then 723 7$3 7&3 7' and 76 40ount J %K i J 1). For the ne,t /ar3 the program starts at the /eginning and /oth i and count are set to %3 so count *ill al*a"s return % for ever" /ar. Pro(ram : : For the first /ar3 the language *ill read 71 40ount J %K i J %)3 then 723 7$3 7&3 7'3 76 40ount J %K i J 1). <hen it arrives at the line F$ET&$NF3 it restarts the loop to calculate the value of the ne,t /ar starting from 7$ 4the lines ,ith ONCE are processed onl# one time )3 7&3 7'3 76 40ount J 1K i J 2)3 then go /ac@ again 40ount J $K i J $) and so forth to 40ount J 1'K i J 6). Arrived at this result3 the IF loop is not processed an"more /ecause the condition is not valid an"moreK the onl" line left to read is 773 hence the result is 1' for the remaining /ars loaded.

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Chapter II : Math Functions and ProBuilder instructions

Mathematical Functions
23 Common &nar# and Binar# Functions
7etGs focus no* on the 9athematical Functions. Aou *ill find in ProBuilder the main functions @no*n in mathematics. Please note that a and / are e,amples and can /e num/ers or an" other varia/le in "our program. MIN4a3 /) ? calculate the minimum of a and / MA14a3 /) ? calculate the ma,imum of a and / $O&N%4a) ? round a to the nearest *hole num/er ABS4a) ? calculate the a/solute value of a S"N4a) ? sho*s the sign of a 41 if positive3 +1 if negative) SP&A$E4a) ? calculate a s8uared SP$T4a) ? calculate the s8uare root of a LO"4a) ? calculate the 6eperian logarithm of a E1P4a) ? calculate the e,ponent of a COS4a) ? calculate the cosine of a SIN4a) ? calculate the sine of a TAN4a) ? calculate the tangent of a ATAN4a) ? calculate the arc+tangent of a 7etGs code the e,ample of the normal distri/ution in mathematics. 1tGs interesting /ecause it use the s8uare function3 the s8uare root function and the e,ponential function at the same time? $EM Normal La, applied to ! / 29K Standard%e*iation / I and MathE!pectation / > $EM LetMs de)ine the )ollo,in( *aria+les in the *aria+le option: Standard%e*iation / I MathE!pectation / > ! / 29 Indicator/E1P;;2E:3F;SP&A$E;!4MathE!pectation3EStandard%e*iation33E;Standard%e*iationFSP$T;:E=J2C33 $ET&$N Indicator

:3 Common mathematical Operators

aL+ : a is strictl" greater than / a L/+ or a /L + : a is greater or e8ual to / a8+ : a is strictl" less than / a 8/ + or a /8 + : a is less than or e8ual to / a/+ : a is e8ual to / 4or / is attri/uted to a) a L8+ : a is different from /

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Chapter II : Math Functions and ProBuilder instructions

=3 Chartin( comparison Functions

a Crosses O*er + : the a curve crosses over the / curve a Crosses &nder + : the a curve crosses under the / curve

C3 Summation Functions
Cumsum : 0alculates the sum of a price or indicator over all /ars loaded on the chart The s"nta, of Cumsum is? Cumsum ;price or indicator3 5, ? 0umsum40lose) calculates the sum of the close of all the /ars loaded on the chart. Summation : 0alculates the sum of a price or indicator over the last n /ars The sum is calculated starting from the most recent value 4from right to left) The s"nta, of Summation is? Summation5num+er o) +ars7;price or indicator3 5,? SummationN2%O42pen) calculates the sum of the open of the last 2% /ars.

G3 Statistical Functions
The s"nta, of all these functions is the same as the s"nta, for the Summation function3 that is? Lo,est5num+er o) +ars7;price or indicator3 Lo,est : displa"s the lo*est value of the price or indicator *ritten /et*een /rac@ets3 over the num/er of periods defined 'i(hest : displa"s the highest value of the price or indicator *ritten /et*een /rac@ets3 over the num/er of periods defined ST% : displa"s the standard deviation of a price or indicator3 over the num/er of periods defined STE : displa"s the standard error of a price or indicator3 over the num/er of periods defined

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Chapter II : Math Functions and ProBuilder instructions

Lo(ical Operators
As an" programming language3 it is necessar" to have at our disposal some 7ogical 2perators to create relevant indicators. These are the & 7ogical 2perators of ProBuilder? NOT4a) ? logical 62 a O$ / ? logical 2: a AN% / ? logical A6! a 1O$ / ? e,clusive 2:

Calculation o) the trend indicator: On Balance olume ;OB 3 : IF NOT;;Close 8 Close5273 O$ ;Close / Close52733 T'EN M#OB / M#OB 4 olume ELSE M#OB / M#OB 6 olume EN%IF $ET&$N M#OB

ProBuilder Instructions
$ET&$N : displa"s the result CustomClose : displa"s a customiEa/le price valueK /" default3 this price is F0loseF CALL : calls another ProBuilder indicator to use in "our current program AS : names the result displa"ed COLO&$E% : colors the displa"ed curve in *ith the color of "our choice

23 $ET&$N
<e have alread" seen in chapter 1 ho* important the $ET&$N instruction *as. 1t has some specific properties *e need to @no* to avoid programming errors. The main points to @eep in mind *hen using $ET&$N in order to *rite a program correctl" are that :eturn is used? 2ne and onl" one time in each ProBuilder program Al*a"s at the last line of code 2ptionall" *ith other functions such as AS and 0272(:5! To displa" man" resultsK *e *rite :5T(:6 follo*ed *ith *hat *e *ant to displa" and separated *ith a comma 4e,ample ? :5T(:6 a3/)

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Chapter II : Math Functions and ProBuilder instructions

:3 $EM or EE
$EM allo*s "ou to *rite remar@s or comments inside the code. The" are mainl" useful to remem/er ho* a function "ou coded *or@s. These remar@s *ill /e read /ut of course not processed /" the program. 7etGs illustrate the concept *ith the follo*ing e,ample ?

$EM This pro(ram returns the simple mo*in( a*era(e o*er :9 periods applied to the closin( price $ET&$N A*era(e5:97;Close3

!onSt use special characters 4e,amples? T3U3V3WL) in ProBuilder3 even in the $EM section

=3 CustomClose
CustomClose is a term allo*ing "ou to displa" the terms Close3 Open3 'i(h3 Lo, and man" others3 *hich can /e customiEed in the Settings *indo* of the indicator. 1ts s"nta, is the same as the one of the terms adapted to the timeframe of the chart? CustomClose5n7 5,ample? EE %ispla#s the a*era(e o*er :9 periods applied to CustomClose $ET&$N A*era(e5:97;CustomClose3 B" clic@ing on the *rench in the upper left corner of the chart3 "ou *ill see that it is possi/le to customiEe the prices used in the calculation 4on the diagram3 circled in /lue).

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Chapter II : Math Functions and ProBuilder instructions

C3 CALL
CALL allo*s "ou to use a personal indicator "ou have coded /efore in the platform. The 8uic@est method is to clic@ H1nsert FunctionI then select the F(ser 1ndicatorsF categor" and then select the name of the indicator "ou *ant to use and clic@ FAddF. For e,ample3 imagine "ou have coded the )istogram 9A0! and named it )isto9A0!. Select "our indicator and clic@ on FAddF. Aou *ill see in the programming Eone? m#'istoMAC% / CALL 'istoMAC%

The soft*are gave the name Fm")isto9A0!F to the indicator F)isto9A0!F. This means that for the rest of "our program3 if "ou *ant to use the )isto9A0! indicator3 "ou *ill have to call it Fm")isto9A0!F.

G3 AS
The @e"*ord AS allo*s "ou to name the different results displa"ed. This instruction is used *ith $ET&$N and its s"nta, is? $ET&$N $esult2 AS .Cur*e Name.K $esult: AS .Cur*e Name.K N

The advantage of this command is that it ma@es it easier to identif" the different curves on "our chart.

5,ample? a / E!ponentialA*era(e5:997;Close3 + / -ei(htedA*era(e5:997;Close3 c / A*era(e5:997;Close3 $ET&$N a AS .E!ponential A*era(e. K + AS .-ei(hted A*era(e. K c AS .Arithmetical A*era(e.

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Chapter II : Math Functions and ProBuilder instructions

I3 COLO&$E%
COLO&$E% is used after the $ET&$N command to color the curve displa"ed *ith the color of "our choice3 defined *ith the :BB norm 4red3 green3 /lue). These are the main colors of this norm?

Color

$"B alue ;redK (reenK +lue3 4%3 %3 %) 42''3 2''3 2'') 42''3 %3 %) 4%3 2''3 %) 4%3 %3 2'') 42''3 2''3 %) 4%3 2''3 2'') 42''3 %3 2'')

En(lish Blac@ <hite :ed Breen Blue Aello* 0"an 9agenta

The s"nta, of the 0oloured command is? $ET&$N Indicator COLO&$E%;$edK "reenK Blue3

The AS command can /e associated *ith the COLO&$E%4. 3 . 3 .) command. This association must /e used in this order? $ET&$N Indicator COLO&$E%;$edK "reenK Blue3 AS .Name O) The Cur*e.

7etGs go /ac@ to the previous e,ample and insert COLO&$E% in the F$ET&$NF line. a / E!ponentialA*era(e5:997;Close3 + / -ei(htedA*era(e5:997;Close3 c / A*era(e5:997;Close3 $ET&$N a COLO&$E%;:GGK9K93 AS .E!ponential Mo*in( A*era(e. K + COLO&$E%;9K:GGK93 AS .-ei(hted Mo*in( A*era(e. K c COLO&$E%;9K 9K :GG3 AS .Simple Mo*in( A*era(e.

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Chapter II : Math Functions and ProBuilder instructions

This picture sho*s "ou the color customiEation of the result.

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Chapter III : Practical Aspects

C'APTE$ III : P$ACTICAL ASPECTS

Create a +inar# or ternar# indicator: ,h# and ho,H
A /inar" or ternar" indicator is an indicator *hich returns onl" t*o or three possi/le results 4usuall" %3 1 or +1). 1ts main purpose in a trading conte,t is to identif" ver" 8uic@l" the pattern or conditions "ou defined in "our indicator *ith a visual signal. Purpose o) a +inar# or ternar# indicator: !etect the main candlestic@ patterns 4e,? )arami3 9orning Stars3 )ammers3 L) 9a@e it easier to read the chart *hen tr"ing to identif" specific conditions Place simple 1+condition alerts on an indicator *hich includes several conditions more alerts at "our disposalD !etect comple, conditions on historical data loaded 9a@e it easier to create a /ac@test Furthermore3 "ou can find in the ProBac@Test manual man" e,amples of stops to /e inserted in investment strategies. Binar" or ternar" indicators are /uilt essentiall" *ith 1F structures. <e advise "ou to read the 1F section /efore continuing "our reading. 4page 1#) 7ets loo@ at an e,ample of a /inar" and ternar" indicator? Binar# Indicator: hammer detection hammer 'ammer / Close8Open AN% 'i(h/Close AN% ;Open<Lo,38/=F;Close<Open3 IF 'ammer T'EN $esult/2 ELSE $esult/9 EN%IF $ET&$N $esult AS .'ammer. Ternar# Indicator: "olden Cross and %eath Cross detection a/ E!ponentialA*era(e5297;Close3 +/ E!ponentialA*era(e5:97;Close3 c/9 EE"olden Cross detection IF a Crosses O*er + T'EN c/2 EN%IF EE%eath Cross detection IF a Crosses &nder + T'EN c/ <2 EN%IF $ET&$N c "ou *ill have

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Chapter III : Practical Aspects

Note: *e ha!e displa"ed the exponential mo!ing a!erage o!er 1+ and ,+ periods both applied to the close in order to highlight the results of the indicator# -ou can find other candlestick pattern indicators starting on page .&#

Create STOP indicators: )ollo, #our position in real<time

1t is possi/le to create ST2P indicators3 meaning potential places to e,it the mar@et defined /" personaliEed parameters.

<ith the /ac@testing module ProBac@Test3 *hich is the su/Cect of another programming manual3 "ou can also define the stop levels of a /ac@test. )o*ever3 programming a stop as an indicator is interesting /ecause? 1t allo*s to visualiEe the stop as a line *hich updates in real+time on the chart 4e,? trailing stop) 1t is possi/le to place real+time alerts to /e immediatel" informed of the situation 1t is not necessar" to create long or short orders 4contrar" to ProBac@Test)

Programming Stops is also a means to master the commands "ou sa* in the previous chapters.

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Chapter III : Practical Aspects

These are the & categories of stop *e *ill focus on? StaticTaAe Pro)it STOP Static STOP Loss Inacti*it# STOP Trailin( STOP ;trailin( stop loss or trailin( taAe pro)it3 The indicators presented in the follo*ing e,amples are possi/le codes to create stop indicators. Aou *ill most pro/a/l" personaliEe them using the instructions "ou learned in the previous chapters.

23 StaticTaAe Pro)it STOP

A )tatic /ake01rofit designates a level that if price reaches it3 *e plan to close our position and e,it *ith gains. B" definition3 this ST2P is a fi,ed level 4horiEontal line). The user of this @ind of ST2P *ill e,it his position and ta@e his profit *hen this level is reached. The indicator coded /elo* indicates t*o levels and HStartingTimeI is the moment "ou entered "our position? 1f "ou are a /u"er3 "ou *ill ta@e into account the higher curve3 representing a 1%X profit 411%X of the price *hen "ou too@ "our long position). 1f "ou are a seller3 "ou *ill ta@e into account the lo*er curve3 representing a1%X profit 4#%X of the price *hen "ou too@ "our short position).

EE-e de)ine in the *aria+le option: EEStartin(Time / 299999 ;this is an e!ample )or 29 amQ set this to the time #ou entered #our position3 EEPrice/ Price ,hen #ou tooA #our position EE@ou can looA at StopLON" i) looAin( at a lon( position and StopShort i) #ou are looAin( at a short positionJ @ou can also remo*e StopLON" or StopS'O$T i) #ou onl# ,orA ,ith lon( positions or onl# ,orA ,ith short positionsJ EEAmplitude&p represents the *ariation rate o) Price used to dra, the TaAe Pro)it )or lon( position ;de)ault: 2J23 EEAmplitude%o,n represents the *ariation rate o) Price used to dra, the TaAe Pro)it )or short position ;de)ault: 9J?3 IF Time / Startin(Time T'EN StopLON" / Amplitude&pFPrice StopS'O$T / Amplitude%o,nFPrice EN%IF $ET&$N StopLON" COLO&$E%;9K9K93 AS .TaAePro)it LON" 29D. K StopS'O$T COLO&$E%;9K:GGK93 AS .TaAePro)it S'O$T 29D.

$# > '6

Chapter III : Practical Aspects

:3 Static STOP loss

A )tatic )/21 7oss is the contrar" of a )tatic /ake01rofit )/213 meaning if price reaches it3 *e plan to close our position and e,it *ith losses. This ST2P is ver" useful *hen "ou are losing mone" and tr" e,it the mar@et to limit "our losses to the minimum. Pust li@e the )tatic /ake01rofit3 this ST2P defines a fi,ed level3 /ut this time3 the user *ill e,it his position and cut his losses *hen this level is reached. The indicator coded /elo* indicates t*o levels and HStartingTimeI is the moment "ou entered "our position? 1f "ou are a /u"er3 "ou *ill ta@e into account the lo*er curve3 representing a 1%X loss 4#%X of the price *hen "ou too@ "our long position). 1f "ou are a seller3 "ou *ill ta@e into account the higher curve3 representing a1%X loss 411%X of the price *hen "ou too@ "our short position).

The code of this indicator is? EE-e de)ine in the *aria+le option: EEStartin(Time / 299999 ;this is an e!ample )or 29 amQ set this to the time #ou entered #our position3 EEPrice/ Price ,hen #ou tooA #our position EE @ou can looA at StopLON" i) looAin( at a lon( position and StopShort i) #ou are looAin( at a short positionJ @ou can also remo*e StopLON" or StopS'O$T i) #ou onl# ,orA ,ith lon( positions or onl# ,orA ,ith short positionsJ EEAmplitude&p represents the *ariation rate o) Price used to dra, the Stop Loss )or short position ;de)ault: 9J?3 EEAmplitude%o,n represents the *ariation rate o) Price used to dra, the Tsop Loss )or lon( position ;de)ault: 2J23 IF Time / Startin(Time T'EN StopLON" / Amplitude&pFPrice StopS'O$T / Amplitude%o,n FPrice EN%IF $ET&$N StopLON" COLO&$E%;9K9K93 AS .StopLoss LON" 29D. K StopS'O$T COLO&$E%;9K:GGK93 AS .StopLoss S'O$T 29D.

=3 Inacti*it# STOP
An inactivit" ST2P closes the position *hen the gains have not o/tained a certain o/Cective 4defined in X or in points) over a certain period 4defined in num/er of /ars). :emem/er to define the varia/les in the F.aria/lesF section. 5,ample of 1nactivit" Stop on 1ntrada" 0harts? This stop must /e used *ith those t*o indicators? The first indicator Cu,taposed to the curve of the price The second indicator must /e displa"ed in a separated chart

&% > '6

Chapter III : Practical Aspects

Indicator2 EE-e de)ine in the *aria+le option: EEM# olatilit# / 9J92 represents *ariation rate +et,een the each part o) the ran(e and the close IF Intrada#BarInde! / 9 T'EN ShortTar(et / ;2<M# olatilit#3FClose Lon(Tar(et / ;26M# olatilit#3FClose EN%IF $ET&$N ShortTar(et AS .ShortTar(et.K Lon(Tar(et AS .Lon(Tar(et.

Indicator: EE-e de)ine in the *aria+le option: $EM -e supposed that #ou taAe an .On MarAet Price. position EEM# olatilit# / 9J92 represents *ariation rate +et,een the each part o) the ran(e and the close EENum+erO)Bars/:9 : the close can )luctuate ,ithin the ran(e de)ined durin( a ma!imum o) Num+erO)Bars +e)ore the position is cut ;$esult / 23 $esult / 9 Cpt/9 IF Intrada#BarInde! / 9 T'EN ShortTar(et / ;2<M# olatilit#3FClose Lon(Tar(et / ;26M# olatilit#3FClose EN%IF FO$ i/Intrada#BarInde! %O-NTO 2 %O IF Close5i78/ShortTar(et AN% Close5i7L/Lon(Tar(et T'EN Cpt/Cpt62 ELSE Cpt/9 EN%IF IF Cpt / Num+erO)Bars T'EN $esult / 2 EN%IF NE1T $ET&$N $esult

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Chapter III : Practical Aspects

C3 Trailin( Stop
A trailing )/21 follo*s the evolution of the price d"namicall" and indicates *hen to close a position. <e suggest "ou t*o *a"s to code the trailing ST2P3 the first one representing a !"namic Trailing Stop 7oss3 and the other one a !"namic Trailing Ta@e Profit.

%#namic Trailin( STOP LOSS ;to +e used in intrada# tradin(3 EE%e)ine the )ollo,in( *aria+les in the *aria+le section: EEStartin(Time / 9?9999 ;this is an e!ample )or ? amQ set this to the time #ou entered #our position3 $EM -e supposed that #ou taAe an .On MarAet Price. position EEAmplitude represents the *ariation rate o) the .Cut. cur*e compared to the .Lo,est. cur*es ;)or e!ampleK ,e can taAe Amplitude / 9J?G3 IF Time / Startin(Time T'EN IF Lo,est5G7;Close3L2J:FLo, T'EN IF Lo,est5G7;Close3 8/ Close T'EN Cut / AmplitudeFLo,est5G7;Close3 ELSE Cut / AmplitudeFLo,est5:97;Close3 EN%IF ELSE Cut / AmplitudeFLo,est5:97;Close3 EN%IF EN%IF $ET&$N Cut AS .Trailin( Stop Loss.

%#namic Trailin( STOP Pro)it ;to +e used in intrada# tradin(3 EE%e)ine the )ollo,in( *aria+les in the *aria+le section: EEStartin(Time / 9?9999 ;this is an e!ample )or ? amQ set this to the time #ou entered #our position3 $EM @ou taAe an ROn MarAet PriceS position EEAmplitude represents the *ariation rate o) the .Cut. cur*e compared to the .Lo,est. cur*es ;)or e!ampleK ,e can taAe Amplitude / 2J92G3 IF Time / Startin(Time T'EN Startin(Price / Close EN%IF Price / Startin(Price < A*era(eTrue$an(e5297 Trailin(Stop / AmplitudeF'i(hest52G7;Price3 $ET&$N Trailin(Stop COLO&$E% ;:GGK 9K 93 AS .Trailin( taAe pro)it.

&2 > '6

Chapter I

: E!ercises

C'APTE$ I : E1E$CISES
CandlesticAs patterns "AP &P or %O-N

The candlestic@s can /e either /lac@ or *hite

A gap is defined /" these t*o conditions? 4the current lo* is strictl" greater than the high of the previous /ar) or 4the current high is strictl" lesser than the lo* of the previous /ar) the a/solute value of 44the current lo* Q the high of the previous /ar)>the high of the previous /ar) is strictl" greater than amplitude) or 44the current high Q the lo* of the previous /ar)>the lo* of the previous /ar) is strictl" greater than amplitude)

&$ > '6

Chapter I

: E!ercises

EEInitialiTation o) Amplitude Amplitude / 9J992 EEInitialiTation o) detector %etector / 9 EE"ap &p EE2st condition o) the e!istence o) a (ap IF Lo, 8 'i(h527 T'EN EE:nd condition o) the e!istence o) a (ap IF ABS;;Lo, < 'i(h5273E'i(h5273 8 Amplitude T'EN EEBeha*ior o) the detector %etector / 2 EN%IF EN%IF EE"ap %o,n EE2st condition o) the e!istence o) a (ap IF hi(h L lo,527 T'EN EE:nd condition o) the e!istence o) a (ap IF ABS;;'i(h < Lo,5273ELo,5273 8 Amplitude T'EN EEBeha*ior o) the detector %etector / <2 EN%IF EN%IF EE$esult displa# $ET&$N %etector AS ."ap detection.

&& > '6

Chapter I

: E!ercises

%oUi ;)le!i+le *ersion3

1n this code3 *e define a doCi to /e a candlestic@ *ith a range 4)igh Q 0lose) is greater than ' times the a/solute value of 42pen Q 0lose).

%oUi / $an(e 8 ABS;Open<Close3FG $ET&$N %oUi AS .%oUi.

%oUi ;strict *ersion3

<e define the doCi *ith a 0lose e8ual to its 2pen.

%oUi / ;Open / Close3 $ET&$N %oUi AS .%oUi.

&' > '6

Chapter I

: E!ercises

Indicators BO%@ MOMENT&M

The Bod" 9omentum is mathematicall" defined /"? Bod"9omentum J 1%%YBod"(p > 4Bod"(p M Bod"!o*n) Bod"(p is a counter of /ars for *hich close is greater than open during a certain num/er of periods. Bod"!o*n is a counter of /ars for *hich open is greater than close during a certain num/er of periods. Periods / 2C + / Close < Open IF BarInde! 8 Periods T'EN Bup/ 9 Bdn/ 9 FO$ i/2 TO Periods IF +5i7 8 9 T'EN Bup / Bup62 ELSIF +5i7 L 9 T'EN Bdn / Bdn62 EN%IF NE1T BM /;BupE;Bup6Bdn33F299 ELSE BM / &nde)ined EN%IF $ET&$N BM AS .Bod# Momentum.

ELLIOT -A E OSCILLATO$
The 5lliot *ave oscillator sho*s the difference /et*een t*o moving averages. Parameters? a? short 9A periods 4' /" default) /? long 9A periods 4$' /" default) This oscillator permits to distinguish /et*een *ave $ and *ave ' using elliot *ave theor". The short 9A sho*s short+term price action *hereas the long 9A sho*s the longer term trend. <hen the prices form *ave $3 the prices clim/ strongl" *hich sho*s a high value of the 5lliot <ave 2scillator. 1n *ave '3 the prices clim/ more slo*l"3 and the oscillator *ill sho* a lo*er value. $ET&$N A*era(e5G7;MedianPrice3 < A*era(e5=G7;MedianPrice3 AS .Elliot -a*e Oscillator.

&6 > '6

Chapter I

: E!ercises

-illiams D$
This is an indicator ver" similar to the Stochastic oscillator. To dra* it3 *e define 2 curves? 1) The curve of the highest of high over 1& periods 2) The curve of the lo*est of lo* over 1& periods The X: curve is defined /" this formula? 40lose Q 7o*est 7o* ) > 4)ighest )igh Q 7o*est 7o*) Y 1%%

'i(hest' / 'i(hest52C7;'i(h3 Lo,estL / Lo,est52C7;Lo,3 M#-illiams / ;Close 4 Lo,estL 3 E ; 'i(hest' 4 Lo,estL 3F 299 $ET&$N M#-illiams AS .-illiams D$.

Bollin(er Bands
The middle /and is a simple 2%+period moving average applied to close. The upper /and is the middle /and plus 2 times the standard deviation over 2% periods applied to close. The lo*er /and is the middle /and minus 2 times the standard deviation over 2% periods applied to close.

a / A*era(e5:97;Close3 EE-e de)ine the standard de*iationJ Std%e*iation / ST%5:97;Close3 Bsup / a 6 : F Std%e*iation Bin) / a < : F Std%e*iation $ET&$N a AS .A*era(e.K Bsup AS .Bollin(er &p. K Bin) AS .Bollin(er %o,n.

&7 > '6

"lossar#

"LOSSA$@

A
CO%E A+s Accum%istr A%1 A%1$ AN% Aroon%o,n Aroon&p Atan AS A*era(e A*era(eTrue$an(e S@NTA1 A/s4a) Accum!istr4close) A!;N6O A!;:N6O a A6! / Aroon!o*nN6O Aroon(pN6O Atan4a) :5T(:6 :esult AS F:esult6ameF AverageN6O4price) AverageTrue:angeN6O4price) F&NCTION 9athematical function FA/solute .alueF of a 0lassical Accumulation>!istri/ution indicator 1ndicator Average !irectional 1nde, or FA!;F of n periods 1ndicator Average !irectional 1nde, :ate or FA!;:F of n periods 7ogical A6! 2perator Aroon !o*n indicator of n periods Aroon (p indicator of n periods mathematical function FArctangentF of a 1nstruction used to name a line or indicator displa"ed on chart. (sed *ith F:5T(:6F Simple 9oving Average of n periods FAverage True :angeF + True :ange smoothed *ith the <ilder method

B
CO%E BarInde! Bollin(erBand-idth Bollin(er%o,n Bollin(er&p B$EAO S@NTA1 Bar1nde, BollingerBand<idthN6O4price) Bollinger!o*nN6O4price) Bollinger(pN6O4price) 4F2:...!2...B:5A=...65;T) or 4<)175...!2...B:5A=...<56!) F&NCTION counts ho* man" /ars are displa"ed on all the data loaded Bollinger Band*idth indicator 7o*er Bollinger /and (pper Bollinger /and 1nstruction forcing the e,it of F2: loop or <)175 loop

& > '6

"lossar#

C
CO%E CALL CCI ChaiAinOsc Chandle ChandeOrollStop&p ChandeOrollStop%o,n Close COLO&$E% COS Crosses O*er Crosses &nder C&MS&M Current%a#O)-eeA Current'our CurrentMinute CurrentMonth CurrentSecond CurrentTime Current@ear CustomClose C#cle S@NTA1 m":esult J 0A77 m"Function 001N6O4price) or 001N6O 0hai@in2scN0h13 0h2O4price) 0handleN6O4price) 0hande=rollStop(pNPp3 Z83 ;O 0hande=rollStop!o*nNPp3 Z83 ;O 0loseN6O :5T(:6 :esult 0272(:5!4:3B3B) 02S4a) a 0rosses 2ver / a 0rosses (nder / 0(9S(94price) 0urrent!a"2f<ee@ 0urrent)our 0urrent9inute 0urrent9onth 0urrentSecond 0urrentTime 0urrentAear 0ustom0loseN6O 0"cle4price) F&NCTION 0alls a user indicator to /e used in the program "ou are coding 0ommodit" 0hannel 1nde, indicator 0hai@in oscillator 0hande 9omentum 2scillator 0hande and =roll Protection Stop on long positions 0hande and =roll Protection Stop on short positions 0losing price of the current /ar or of the n+th last /ar 0olors a curve *ith the color "ou defined using the :BB convention 0osine Function Boolean 2perator chec@ing *hether a curve has crossed over another one Boolean 2perator chec@ing *hether a curve has crossed under another one Sums a certain price on the *hole data loaded :epresents the current da" of the *ee@ :epresents the current hour :epresents the current minute :epresents the current month :epresents the current second :epresents the current time 4))99SS) :epresents the current "ear Term customiEa/le in the settings *indo* of the chart 4default? 0lose) 0"cle 1ndicator

&# > '6

"lossar#

%
CO%E %ate %a# %a#s %a#O)-eeA %close %EMA %hi(h %I %Iminus %iplus %lo, %O %open %O-NTO %PO S@NTA1 !ateN6O !a"N6O !a"sN6O !a"2f<ee@N6O !close46) !59AN6O4price) !high46) !1N6O4price) !iminusN6O4price) !iplusN6O4price) !lo*46) See F2: and <)175 !open46) See F2: !P2N6O4price) F&NCTION :eports the date of each /ar loaded on the chart :eports the da" of each /ar loaded in the chart 0ounter of da"s since 1#%% !a" of the *ee@ of each /ar 0lose of the n+th da" /efore the current one !ou/le 5,ponential 9oving Average )igh of the n+th /ar /efore the current /ar :epresents !1M minus !1+ :epresents the !1+ indicator :epresents the !1M indicator 7o* of the n+th da" /efore the current one 2ptional instruction in F2: loop and <)175 loop to define the loop action 2pen of the n+th da" /efore the current one 1nstruction used in F2: loop to process the loop *ith a descending order !etrented Price 2scillator

E
CO%E EaseO)Mo*ement ELSE ELSEIF EM EN%IF EndPointA*era(e E!p E!ponentialA*era(e S@NTA1 5ase2f9ovementN1O See 1F>T)56>57S5>56!1F See 1F>T)56>57S1F>57S5>56!1F 59.N6O See 1F>T)56>57S5>56!1F 5ndPointAverageN6O4price) 5,p4a) 5,ponentialAverageN6O 4price) F&NCTION 5ase of 9ovement indicator 1nstruction used to call the second condition of 1f+conditional statements Stands for 5lse 1f 4to /e used inside of conditional loop) 5ase of 9ovement .alue indicator 5nding 1nstruction of 1F+conditional statement 5nd Point 9oving Average of a 9athematical Function F5,ponentialF 5,ponential 9oving Average

'% > '6

"lossar#

F<"
CO%E FO$ETOENE1T S@NTA1 F2: iJa T2 / !2 a 65;T F&NCTION F2: loop 4processes all the values *ith an ascending 4T2) or a descending order 4!2<6T2)) Force 1nde, indicator 4determines *ho controls the mar@et 4/u"er or seller)

ForceInde!

Force1nde,4price)

'
CO%E 'i(h 'i(hest 'istoric olatilit# 'our S@NTA1 )ighN6O )ighestN6O4price) )istoric.olatilit"N6O4price) )ourN6O F&NCTION )igh of the current /ar or of the n+th last /ar )ighest price over a num/er of /ars to /e defined )istoric .olatilit" 4or statistic volatilit") :epresents the hour of each /ar loaded in the chart

I<V<O
CO%E IFET'ENEEN%IF IFET'ENEELSEEEN%IF Intrada#BarInde! S@NTA1 1F a T)56 / 56!1F 1F a T)56 / 57S5 c 56!1F 1ntrada"Bar1nde,N6O F&NCTION Broup of conditional instructions *ithout second instruction Broup of conditional instructions 0ounts ho* man" /ars are displa"ed in one da" on the *hole data loaded

L
CO%E Linear$e(ression Linear$e(ressionSlope Lo( Lo, Lo,est S@NTA1 7inear:egressionN6O4price) 7inear:egressionSlopeN6O 4price) 7og4a) 7o*N6O 7o*estN6O4price) F&NCTION 7inear :egression inidcator Slope of the 7inear :egression inidcator 9athematical Function F6eperian logarithmF of a 7o* of the current /ar or of the n+th last /ar 7o*est price over a num/er of /ars to /e defined

'1 > '6

"lossar#

M
CO%E MAC% MAC%line MassInde! Ma! MedianPrice Min Minute Mod Momentum Mone#Flo, Mone#Flo,Inde! Month S@NTA1 9A0!NS373SiO4price) 9A0!7ineNS37O4price) 9ass1nde,N6O 9a,4a3/) 9edianPrice 9in4a3/) 9inute a 9od / 9omentumN6O 9one"Flo*N6O4price) 9one"Flo*1nde,N6O 9onthN6O F&NCTION 9oving Average 0onvergence !ivergence 49A0!) in histogram 9A0! line indicator 9ass 1nde, 1ndicator applied over 6 /ars 9athematical Function F9a,imumF Average of the high and the lo* 9athematical Function F9inimumF :epresents the minute of each /ar loaded in the chart 9athematical Function Fremainder of the divisionF 9omentum indicator 4close Q close of the n+th last /ar) 9one"Flo* indicator 4result /et*een +1 and 1) 9one"Flo* 1nde, indicator :epresents the month of each /ar loaded in the chart

N
CO%E Ne!t Not S@NTA1 See F2:>T2>65;T 6ot A F&NCTION 5nding 1nstruction of F2: loop 7ogical 2perator 62T

O
CO%E OB ONCE Open OpenO)Ne!tBar O$ S@NTA1 2B.4price) 2605 .aria/le6ame J .aria/le.alue 2penN6O 2pen2f6e,tBarN6O a 2: / F&NCTION 2n+Balance+.olume indicator 1ntroduces a definition statement *hich *ill /e processed onl" once 2pen of the current /ar or of the n+th last /ar 2pen of the /ar follo*ing the n+th last /ar 7ogical 2perator 2:

'2 > '6

"lossar#

P<P
CO%E PriceOscillator Positi*e olumeInde! P T S@NTA1 Price2scillatorNS37O4price) Price.olume1nde,4price) P.T4price) F&NCTION Percentage Price oscillator Positive .olume 1nde, indicator Price .olume Trend indicator

$
CO%E $: $an(e $EM $epulse $ET&$N $OC $SI $ound S@NTA1 :2N6O4price) :angeN6O :59 comment :epulseN6O4price) :5T(:6 :esult :20N6O4price) :S1N6O4price) :ound4a) F&NCTION :+S8uared indicator 4error rate of the linear regression on price) calculates the :ange 4)igh minus 7o*) 1ntroduces a remar@ 4non prise en compte dans le code mais facilitant une relecture) :epulse indicator 4measure the /u"ers and sellers force for each candlestic@) 1nstruction returning the result Price :ate of 0hange indicator :elative Strength 1nde, indicator 9athematical Function F:ound a to the nearest *hole num/erF

S
CO%E SA$ SA$atdm) Sin S(n SMI SmoothedStochastic S0uare S@NTA1 SA:NAt3St37imO SA:atdmfNAt3St37imO4price) Sin4a) Sgn4a) S91N63SS3!SO4price) SmoothedStochasticN63=O 4price) S8uare4a) F&NCTION Para/olic SA: indicator Smoothed Para/olic SA: indicator 9athematical Function FSineF 9athematical Function FSign ofF a 4it is positive or negative) Stochastic 9omentum 1nde, indicator Smoothed Stochastic 9athematical Function Fa S8uaredF

'$ > '6

"lossar#

S0rt ST% STE Stochastic Summation SuperTrend

S8rt4a) ST!N6O4price) ST5N6O4price) StochasticN63=O4price) SummationN6O4price) SuperTrendNSTF36O

9athematical Function FS8uared :ootF of a Statistical Function FStandard !eviationF Statistical Function FStandard 5rrorF X= 7ine of the Stochastic indicator Sums a certain price over the 6 last candlestic@s Super Trend indicator

T
CO%E Tan TEMA T'EN Time TimeSeriesA*era(e TO Toda# TotalPrice T$ Trian(ularA*era(e T$I1 T#picalPrice S@NTA1 Tan4a) T59AN6O4price) See 1F>T)56>57S5>56!1F TimeN6O TimeSeriesAverageN6O4price) See F2:>T2>65;T Toda"N6O TotalPriceN6O T:4price) TriangularAverageN6O4price) T:1;N6O4price) T"picalPriceN6O F&NCTION 9athematical Function FTangentF of a Triple 5,ponential 9oving Average 1nstruction follo*ing the first condition of F1FF :epresents the time of each /ar loaded in the chart Temporal series moving average !irectional 1nstruction in the FF2:F loop !ate of the /ar n+periods /efore the current /ar 40lose M 2pen M )igh M 7o*)>& True :ange indicator Triangular 9oving Average Triple Smoothed 5,ponential 9oving Average :epresents the T"pical Price 4Average of the )igh3 7o* and 0lose)

&
CO%E &nde)ined S@NTA1 a J (ndefined F&NCTION Sets a the value of a varia/le to undefined

'& > '6

"lossar#

CO%E ariation olatilit# olume olumeOscillator olume$OC

S@NTA1 .ariation4price) .olatilit"NS3 7O .olumeN6O .olume2scillatorNS37O .olume:20N6O

F&NCTION !ifference /et*een the close of the last /ar and the close of the current /ar in X 0hai@in volatilit" .olume indicator .olume 2scillator .olume of the Price :ate 2f 0hange

CO%E -ei(htedA*era(e -ei(htedClose -EN% -'ILEE%OE-EN% -ilderA*era(e -illiams -illiamsAccum%istr S@NTA1 <eightedAverageN6O4price) <eighted0loseN6O See <)175>!2><56! <)175 4condition) !2 4action) <56! <ilderAverageN6O4price) <illiamsN6O4close) <illiamsAccum!istr4price) F&NCTION :epresents the <eighted 9oving Average Average of 42Y0lose)3 41Y)igh) and 41Y7o*) 5nding 1nstruction of <)175 loop <)175 loop :epresents <ilder 9oving Average X: de <illiams indicator Accumulation>!istri/ution of <illiams 1ndicator

1
CO%E 1O$ S@NTA1 a ;2: / F&NCTION 7ogical 2perator e;clusive 2:

'' > '6

"lossar#

@
CO%E @ear @esterda# S@NTA1 AearN6O Aesterda"N6O F&NCTION Aear of the /ar n periods /efore the current /ar !ate of the da" preceeding the /ar n periods /efore the current /ar

W
CO%E Wi(Wa( Wi(Wa(Point S@NTA1 [ig[agN[rO4price) [ig[agPointN[pO4price) F&NCTION :epresents the [ig+[ag indicator introduced in the 5liott *aves theor" :epresents the [ig+[ag indicator in the 5liott *aves theor" calculated on [p points

Other
CO%E 6 < F E / L8 L 8 L/ 8/ EE F&NCTION Addition 2perator Su/straction 2perator 9ultiplication 2perator !ivision 2perator 58ualit" 2perator !ifference 2perator Strict 1nferiorit" 2perator Strict Superiorit" 2perator 1nferiorit" 2perator Superiorit" 2perator 1ntroduces a commentar" line

'6 > '6