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Text File  |  1991-11-02  |  1.9 KB  |  72 lines
  1. USES APROCEDU;
  2.  
  3. CONST datafilename='VOLITL-P.05I'; {DONT CHANGE!}
  4.       BUY=1;SELL=2;
  5.  
  6. VAR HH,LL,RANGE,DISTANCE,HHCLOSE,LLCLOSE,SHORTSTOP,LONGSTOP,VOLITILITYSTOP:REAL;
  7.     MBARS,CBARS,ICOLOR,BUYSELL:WORD;
  8.  
  9. PROCEDURE RESETHHLL;
  10.         BEGIN
  11.          HH:=-5E20;
  12.          LL:=5E20;
  13.         END;
  14.  
  15.  BEGIN
  16.   Howtochart(line,FOLLOWMARKET,datafilename);
  17.   MBARS:=50;CBARS:=2;
  18.  WITH MARKETDATA DO
  19.   BEGIN
  20.   READMARKETFILE;
  21.   RESETHHLL;
  22.   RANGE:=(HIGH-LOW);LLCLOSE:=LOW;HHCLOSE:=HIGH;
  23.   IF LAST>((HIGH-LOW)/2) THEN
  24.      begin
  25.       BUYSELL:=sell;
  26.       volitilitystop:=llclose+range*(19);
  27.      end ELSE
  28.       begin
  29.        BUYSELL:=SELL;
  30.        volitilitystop:=hhclose-range*(19);
  31.       end;
  32.   REPEAT
  33.    READMARKETFILE;
  34.    IF HH<high THEN HH:=high;
  35.    IF LL>low THEN LL:=Low;
  36.    RANGE:=(RANGE*(MBARS-1)+HIGH-LOW)/MBARS;
  37.    LLCLOSE:=(LLCLOSE*(CBARS-1)+low)/CBARS;
  38.    HHCLOSE:=(HHCLOSE*(CBARS-1)+high)/CBARS;
  39.    DISTANCE:=19{*(HHCLOSE-LLCLOSE)};
  40.    SHORTSTOP:=LLCLOSE+RANGE*DISTANCE;
  41.    LONGSTOP:=HHCLOSE-RANGE*DISTANCE;
  42.    CASE BUYSELL OF
  43.      BUY:BEGIN
  44.           IF LONGSTOP>VOLITILITYSTOP THEN VOLITILITYSTOP:=LONGSTOP;
  45.           ICOLOR:=GREEN;
  46.           IF LAST<VOLITILITYSTOP THEN
  47.            BEGIN
  48.             BUYSELL:=SELL;
  49.             VOLITILITYSTOP:=SHORTSTOP;
  50.             RESETHHLL;
  51.            END;
  52.          END;
  53.     SELL:BEGIN
  54.           IF SHORTSTOP<VOLITILITYSTOP THEN VOLITILITYSTOP:=SHORTSTOP;
  55.           ICOLOR:=RED;
  56.           IF LAST>VOLITILITYSTOP THEN
  57.            BEGIN
  58.             BUYSELL:=BUY;
  59.             VOLITILITYSTOP:=LONGSTOP;
  60.             RESETHHLL;
  61.            END;
  62.          END;
  63.    END;
  64.    indicatordata.data:=VOLITILITYSTOP;
  65.    indicatordata.color:=ICOLOR;
  66.    Writechartdatafile;
  67.    Nexttime;
  68.   UNTIL Alldone;
  69.   END;
  70.   Done;
  71.  END.
  72.