DALE    *
  !! TRADING DIVERGENCES
! Author: Sylvain Vervoort, TASC February 2007
! Coded by: Richard Denning 12/11/07

! CODING ABBREVIATIONS:
H is [high].
L is [low].
C is [close].
C1 is valresult(C,1).
O is [open].
V is [volume].

!---------------20 BAR ZERO-LAG EXP AVG------------------------
! INPUTS:
emaLen is 20.
EMA1 is expavg(C,emaLen).
EMA2 is expavg(EMA1,emaLen).
Diff is EMA1 - EMA2.
zeroLagEMA is EMA1 + Diff.
!-------------------end ZERO LAG EMA--------------------------------

! ------------------------------SVAPO---------------------------------------
! INPUTS:
P1 is 8.    		!Min=2 , max = 20, default=8
cutoff is 1.  	!Min=0, max=10, default=1
devH is 1.5.	!Min=0.1, max=5, default=1.5
devL is 1.3.	!Min=0.1, max=5, default=1.3
devP is 100.	!Min 1, max=200, default=100

haC is (O + H +L + C) / 4.

DaysInto is ReportDate() - RuleDate().
end if DaysInto > 10.
endHAO is iff(end,O, haO).
haO is (valresult(endHAO,1) + valresult(haC,1)) / 2.

haH is Max(H,max(haO,haC)).
haL is Min(L,min(haO,haC)).

haCL is (haC + haO + haH + haL) / 4.

P2 is P1 / 1.6.  
haTemaCL is 3 * (expavg(haCL,P2))
	- 3*(expavg(expavg(haCL,P2),P2))
	+ expavg(expavg(expavg(haCL,P2),P2),P2).
haTemaCL1 is valresult(haTemaCL,1).

vavg is simpleavg(V,P1 * 5,1).
vmax is vavg *  2.
vc is iff(V < vmax,V,vmax).
vLRs is slope2(vc,P1).
vtr is 3 * (expavg(vLRs,P1))
	- 3 * (expavg(expavg(vLRs,P1),P1))
	+ expavg(expavg(expavg(vLRs,P1),P1),P1).
vtr1 is valresult(vtr,1).

temp1 is iff(haTemaCL > haTemaCL1*(1+cutoff/1000) 
	and countof(vtr >= vtr1,2)>=1 ,vc,
	iff(haTemaCL < haTemaCL1*(1-cutoff/1000) 
	and countof(vtr > vtr1,2)>=1, -vc,0)).

temp2 is sum(temp1,P1) / (vavg+1).

! SVAPO  (TASC NOV 2007):
SVAPO is 3 * (expavg(temp2,P1))
	- 3 * (expavg(expavg(temp2,P1),P1))
	+ expavg(expavg(expavg(temp2,P1),P1),P1).

stdev is sqrt(variance(SVAPO,devP)).
upBand is devH * stdev.  !Upper band for SVAPO
loBand is -devL * stdev.   !Lower band for SVAPO
!-----------------------------end SVAPO----------------------------------

!----------------------TRAILING STOP REVERSAL------------------
!INPUTS:
stopLvl is 7.

endTrail is iff(end,C,Trail).
prevTrail is valresult(endTrail,1).
Trail is iff(C = prevTrail,prevTrail,
           iff(C1 < prevTrail and  C < prevTrail, 
		min(prevTrail,C*(1+stopLvl/100)),
           iff(C1 > prevTrail and C > prevTrail, 
		max(prevTrail,C*(1+stopLvl/100)),
           iff(C > prevTrail, C*(1-stopLvl/100),C*(1+stopLvl/100))))).
!------------------end TRAILING STOP REVERSAL------------------



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