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TrendUp = 0.0
TrendUp := close[1]>TrendUp[1] ? max(Up,TrendUp[1]) : Up
TrendDown = 0.0
TrendDown := close[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn
Trend = 0.0
Trend := close > TrendDown[1] ? 1: close< TrendUp[1]? -1: nz(Trend[1],1)
Tsl = Trend==1? TrendUp: TrendDown
S_Buy = Trend == 1 ? 1 : 0
S_Sell = Trend != 1 ? 1 : 0
[Trend, Tsl]
// Security
ST1_Trend_MTF = security(syminfo.tickerid, res1, Trend[1],
lookahead=barmerge.lookahead_on)
ST2_Trend_MTF = security(syminfo.tickerid, res2, Trend[1],
lookahead=barmerge.lookahead_on)
ST3_Trend_MTF = security(syminfo.tickerid, res3, Trend[1],
lookahead=barmerge.lookahead_on)
ST4_Trend_MTF = security(syminfo.tickerid, res4, Trend[1],
lookahead=barmerge.lookahead_on)
ST5_Trend_MTF = security(syminfo.tickerid, res5, Trend[1],
lookahead=barmerge.lookahead_on)
get_bars(Trend)=>
since_st_buy = barssince(Trend == 1)
since_st_sell = barssince(Trend == -1)
[since_st_buy, since_st_sell]