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PARAM1:=105; 

PARAM2:=-25; 

NX1:=7; 

NX2:=8; 

NX3:=9; 

 

NN:=BARSLAST(DATE<>REF(DATE,1))+1; 

YC:=REF(C,NN); 

YO:=REF(REF(O,NN-1),NN); 

YYC:=REF(REF(C,NN),NN); 

TDO:=REF(O,NN); 

TDOMAX:=MAX1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN)); 

TDOMIN:=MIN1(TDO,REF(TDO,NN),REF(REF(TDO,NN),NN)); 

LOTS:=300000/(0.1*UNIT*CLOSE); 

MA5BD:=(ABS(REF(O,SUMBARS(NN=1,2))-

REF(C,SUMBARS(NN=1,1)+1))+ABS(REF(O,SUMBARS(NN=1,3))-

REF(C,SUMBARS(NN=1,2)+1))+ABS(REF(O,SUMBARS(NN=1,4))-

REF(C,SUMBARS(NN=1,3)+1))+ABS(REF(O,SUMBARS(NN=1,5))-

REF(C,SUMBARS(NN=1,4)+1))+ABS(REF(O,SUMBARS(NN=1,6))-

REF(C,SUMBARS(NN=1,5)+1)))/5; 

HHS:=REF(HHV(H,10),NX2)*(1000+NX3)/1000; 

LLS:=REF(LLV(L,10),NX2)*(1000-NX3)/1000; 

BUYMARKET:=IF(YYC/YC>=1,1,0); 

BUYMARKETBUYPRICE:=IF(BUYMARKET=1,TDOMAX+PARAM2*MA5BD/100,TDOMAX); 

BUYMARKETSHORTPRICE:=IF(BUYMARKET=1,TDOMIN-PARAM1*MA5BD/100,TDOMIN); 

SHORTMARKET:=IF(YYC/YC<1,1,0); 

SHORTMARKETBUYPRICE:=IF(SHORTMARKET=1,TDOMAX+PARAM1*MA5BD/100,TDOMAX

); 

SHORTMARKETSHORTPRICE:=IF(SHORTMARKET=1,TDOMIN-

PARAM2*MA5BD/100,TDOMIN); 

JUMPK:=ABS((REF(O,NN-1)-YC)/YC*1000); 

NNN:=IF(JUMPK>3,9,0); 

KEY:=ABS(YC-YO)<=0.2*MA5BD AND ABS(YC-YO)>=0*MA5BD; 

 

KEY1:=ABS(YC-YO)<=2.5*MA5BD AND ABS(YC-YO)>=0.25*MA5BD; 

 

LASTMAXBKPRICE:=IF(COUNTSIG(BK,REF(NN,NN)*3)>0,HHV(BKPRICE,REF(NN,NN)*3)*(1000

+0)/1000,C); 

LASTMINSKPRICE:=IF(COUNTSIG(SK,REF(NN,NN)*3)>0,LLV(SKPRICE,REF(NN,NN)*3)*(1000-

0)/1000,C); 

LASTMAXBPPRICE:=IF(COUNTSIG(BP,REF(NN,NN)*3)>0,HHV(REF(C,BARSBP),REF(NN,NN)*3)

*(1000+0)/1000,C); 

LASTMINSPPRICE:=IF(COUNTSIG(SP,REF(NN,NN)*3)>0,LLV(REF(C,BARSSP),REF(NN,NN)*3)*(

1000-0)/1000,C);