需要能进入tradestation论坛的朋友的帮助，多谢！

https://www.tradestation.com/discussions/topic.aspx?topic_id=31001

我想拿到这个主题的关于livermore的指标在tradestation的实现，

具体说明见
http://www.elitetrader.com/vb/showthread.php?threadid=148370&perpage=6&pagenumber=10

的513 楼。

先谢谢各位了，我没有这个tradestation的用户名。

 

{
Livermore Market Method Signal
Ref[1]: Chapters VIII & IX of "How to Trade in Stocks", Jesse L. Livermore

v1 ghkramer - 5Oct03
v1.1 ghkramer - 11Oct03, Added switch to deactive Rule 10 logic
===============
Program Overview

This program classifies price action into the following states based upon
rules in Ref[1]:

- Up Trend
- Natural Rally
- Secondary Rally
- Down Trend
- Natural Reaction
- Secondary Reaction

State change is determined by a user specified threshold of price change.
The program also determines a number of pivot points:

- Peak Up Trend Price
- Peak Natural Rally Price
- Bottom Down Trend Price
- Bottom Natural Reaction Price
- Key Price (requires two stocks, i.e., 2 or more data streams (Rule 7), not yet implemented)

This program may be used as a basis for a number of studies:
- trend paint bars,
- pivot price indicator lines
- strategies (trend following and/or breakout/breakdown)

For a detailed explanation of the system see Ref[1].



This program reflects the author's interpretation of Livermore's writing.
There is no guarantee the this program accurately or fully incorporates
Livermore's Market Key system.
}


input: PtsPctATR(0), Threshold(6), ATRLength(14), TradeTrends(1);

{ PtsPctATR: 0 for Threshold in points,
1 for Threshold in Percent
2 for Threshold in multiples of ATR

Threshold: in Points (if PtsPct = 0)
in Percent (if PtsPct = 1)
in ATR Multiples (if PtsPct = 2)

ATRLength(14) : only used when PtsPctATR = 2

TradeTrends: 1 = Trade Up and Down Trends only
0 = Long for Up Trends and Rallies, Short for Dn Trends and Reactions

Note: Livermore's system used a threshold of 6 points for stocks priced over $30.
This is the default (PtsPctATR = 0, Threshold = 6).

}

var:
SecondaryRally(0), NaturalRally(0), UpTrend(0),
SecondaryReaction(0), NaturalReaction(0), DnTrend(0),
DnTrendBL(0), NaturalRallyBL(0), {BL = Black Line}
UpTrendRL(0), NaturalReactionRL(0), {RL = Red Line}
InSecRally(false), InNatRally(false), InUpTrend(false),
InSecReact(false), InNatReact(false), InDnTrend(false),
ResumeUpTrend(false), ResumeDnTrend(false),
MA10(0), Thresh(0), HalfThresh(0),
UseRule10(false), {set to true to use Livermore's Rule 10, note: system may become unstable}
Debug(false); {set to true for output}



{initialization}
if (CurrentBar = 1) then
begin
if (PtsPctATR = 0) {use Points} then
begin
Thresh = Threshold;
HalfThresh = Thresh/2;
end;
SecondaryRally = Close;
NaturalRally = Close;
UpTrend = Close;
SecondaryReaction = Close;
NaturalReaction = Close;
DnTrend = Close;
end;


if (CurrentBar <= 21) then {initialization continued}
begin
MA10 = Average(Close, 10);
if (CurrentBar = 21) then
begin
if (MA10 > MA10[10]) then {assume UpTrend}
begin
InUpTrend = true;
UpTrend = C;
end
else {assume DnTrend}
begin
InDnTrend = true;
DnTrend = C;
end;
end;
end
else {Main}
begin {calc current Threshold if required}
if (PtsPctATR = 1) then {use Percent change Thresh, calc on every bar }
begin
Thresh = Threshold*Close[1]/100;
HalfThresh = Thresh/2;
end
else if (PtsPctATR = 2) then {use ATR multiples for Thresh, calc on every bar }
begin
Thresh = Threshold*AvgTrueRange(14);
HalfThresh = Thresh/2;
end;


{Process by Current State}


{------Up Trend State-------}
if InUpTrend then
begin
if (Close > (NaturalReaction + Threshold)) then
NaturalReactionRL = NaturalReaction; {Rule 4b}
if ResumeUpTrend then {Rule 10 logic. Note: system becomes unstable if used}
begin
if (Close > (UpTrendRL + HalfThresh)) then
begin
ResumeUpTrend = false; {Rule 10a}
UpTrend = Close;
if Debug then print(date, Close, " Node 1", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (UpTrendRL - HalfThresh)) then {UpTrend Over, return to NaturalReaction}
begin
ResumeUpTrend = false;
InUpTrend = false; {Rule 10b}
InNatReact = true;
NaturalReaction = Close;
if Debug then print(date, Close, " Node 2", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close < (UpTrend - Thresh)) then {start NaturalReaction}
begin {Rules 4a, 6a}
InUpTrend = false;
InNatReact = true;
NaturalReaction = Close;
UpTrendRL = UpTrend; {Pivot Pt, Rule 8}
ResumeUpTrend = false;
if Debug then print(date, Close, " Node 3", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > UpTrend) then {remain in UpTrend, record higher price}
UpTrend = Close; {Rule 1, 4b, 6d}
end {InUpTrend}


{------Natural Rally State-------}
else if InNatRally then
begin
if (Close > (NaturalReaction + Threshold)) then
NaturalReactionRL = NaturalReaction; {Rule 4b}
if (Close > UpTrend) then {resume UpTrend}
begin {Rules 6d, 6f}
InUpTrend = true;
InNatRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 4", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (NaturalRallyBL + HalfThresh)) then {resume UpTrend}
begin {Rules 5a}
InUpTrend = true;
InNatRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 5", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < DnTrend) then {start DnTrend}
begin {Rule 6b}
InNatRally = false;
InDnTrend = true;
DnTrend = Close;
NaturalRallyBL = Close; {rule 4d}
if Debug then print(date, Close, " Node 6", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (NaturalRally - Thresh)) then
begin
if (Close < NaturalReaction) then {start NaturalReaction}
begin {Rules 4d, 6b}
InNatRally = false;
InNatReact = true;
NaturalReaction = Close;
NaturalRallyBL = Close; {rule 4d} {Pivot Pt, Rule 9b}
if Debug then print(date, Close, " Node 7", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else {start SecondaryReaction}
begin {Rule 6h}
InNatRally = false;
InSecReact = true;
SecondaryReaction = Close;
if Debug then print(date, Close, " Node 8", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close > NaturalRally) then {remain in NaturalRally, record higher price}
NaturalRally = Close; {Rule 3, 6c, 6d}
end {InNatRally}


{------Secondary Rally State-------}
else if InSecRally then
begin
if (Close > UpTrend) then {resume UpTrend}
begin {Rules 6d, 6f}
InUpTrend = true;
InSecRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 9", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (NaturalRallyBL + HalfThresh)) then {resume UpTrend}
begin {Rules 5a}
InUpTrend = true;
InSecRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 10", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > NaturalRally) then {start NaturalRally}
begin {Rule 6g}
InSecReact = false;
InNatRally = true;
NaturalRally = Close;
if Debug then print(date, Close, " Node 11", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < DnTrend) then {start DnTrend}
begin {Rule 6b}
InSecRally = false;
InDnTrend = true;
DnTrend = Close;
NaturalRallyBL = Close; {rule 4d} {Pivot Pt, Rule 9b}
if Debug then print(date, Close, " Node 12", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > SecondaryRally) then {remain in SecondaryRally, record higher price}
SecondaryRally = Close; {Rule 3, 6g}
end {InSecRally}


{------Down Trend State-------}
else if InDnTrend then
begin
if (Close < (NaturalRally - Threshold)) then
NaturalRallyBL = NaturalRally; {Rule 4d}
if ResumeDnTrend then {Rule 10 logic. Note: system becomes unstable if used}
begin
if (Close < (DnTrendBL - HalfThresh)) then
begin
ResumeDnTrend = false; {Rule 10a}
DnTrend = Close; {Rule 2, 6b}
if Debug then print(date, Close, " Node 13", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (DnTrendBL + HalfThresh)) then {DnTrend Over, return to NaturalRally}
begin
ResumeDnTrend = false;
InDnTrend = false; {Rule 10c}
InNatRally = true;
NaturalRally = Close;
if Debug then print(date, Close, " Node 14", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close > (DnTrend + Thresh)) then {start NaturalRally}
begin {Rules 4c, 6c}
InDnTrend = false;
InNatRally = true;
NaturalRally = Close;
DnTrendBL = DnTrend; {Pivot Pt, Rule 8}
ResumeDnTrend = false;
if Debug then print(date, Close, " Node 15", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < DnTrend) then {remain in DnTrend, record lower price}
DnTrend = Close; {Rule 2, 6b}
end {InSecRally}


{------Natural Reaction State-------}
else if InNatReact then
begin
if (Close < (NaturalRally - Threshold)) then
NaturalRallyBL = NaturalRally; {Rule 4d}
if (Close < DnTrend) then {resume DnTrend}
begin {Rule 6b, 6e}
InDnTrend = true;
InNatReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 16", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (NaturalReactionRL - HalfThresh)) then {resume DnTrend}
begin {Rules 5b}
InDnTrend = true;
InNatReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 17", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > UpTrend) then {start UpTrend}
begin {rule 6d}
InNatReact = false;
InUpTrend = true;
UpTrend = Close;
NaturalReactionRL = Close; {Rule 4b} {Pivot Pt, Rule 9c}
if Debug then print(date, Close, " Node 18", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (NaturalReaction + Thresh)) then
begin
if (Close > NaturalRally) then {start NaturalRally}
begin {Rules 4b, 6d}
InNatReact = false;
InNatRally = true;
NaturalRally = Close;
NaturalReactionRL = Close; {Rule 4b} {Pivot Pt, Rule 9c}
if Debug then print(date, Close, " Node 19", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else {start SecondaryRally}
begin {Rule 6g}
InNatReact = false;
InSecRally = true;
SecondaryRally = Close;
if Debug then print(date, Close, " Node 20", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close < NaturalReaction) then {remain in NaturalReaction, record lower price}
NaturalReaction = Close; {Rules 3, 6a, 6b}
end {InNatReact}


{------Secondary Reaction State-------}
else if InSecReact then
begin
if (Close < DnTrend) then {resume DnTrend}
begin {Rules 6b, 6e}
InDnTrend = true;
InSecReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 21", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (NaturalReactionRL - HalfThresh)) then {resume DnTrend}
begin {Rules 5b}
InDnTrend = true;
InSecReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 22", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > UpTrend) then {start UpTrend}
begin {Rule 6d}
InSecReact = false;
InUpTrend = true;
UpTrend = Close;
NaturalReactionRL = Close; {Rule 4b} {Pivot Pt, Rule 9c}
if Debug then print(date, Close, " Node 23", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < NaturalReaction) then {start NaturalReaction}
begin {Rule 6h}
InSecReact = false;
InNatReact = true;
NaturalReaction = Close;
if Debug then print(date, Close, " Node 24", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < SecondaryReaction) then {remain in SecondaryReaction, record lower price}
SecondaryReaction = Close; {Rule 6h}
end {InSecReact}


{------Error State-------}
else
begin
{should not get here!!!}
if Debug then
print("Error in State Logic, Date: ", Date, " Time: ", Time);
end; {Error state}

end; {main}



{------Trading Logic-------}

{For TS 2000i only, non-op or delete for TS 6+ }
{
if (TradeTrends = 1) then
begin
if InUpTrend then
Buy next bar at open
else if (Marketposition = 1) then
ExitLong next bar at open;

if InDnTrend then
Sell next bar at open
else if (Marketposition = -1) then
ExitShort next bar at open;
end
else {Trade Trends, Rallies, and Reactions}
begin
if (InUpTrend or InNatRally or InSecRally) then
begin
Buy next bar at open;
ExitShort next bar at open;
end;

if (InDnTrend or InNatReact or InSecReact) then
begin
Sell next bar at open;
ExitLong next bar at open;
end;
end;

}
{ For TS 6+ versions}

if (TradeTrends = 1) then
begin
if InUpTrend then
Buy next bar at open
else if (Marketposition = 1) then
Sell next bar at open;

if InDnTrend then
Sell Short next bar at open
else if (Marketposition = -1) then
Buy to Cover next bar at open;
end
else
begin
if (InUpTrend or InNatRally or InSecRally) then
begin
Buy next bar at open;
Buy to Cover next bar at open;
end;

if (InDnTrend or InNatReact or InSecReact) then
begin
Sell Short next bar at open;
Sell next bar at open;
end;
end;

 

多谢，
猜想也是neo_cn 老大出手帮忙。
这个是 自动交易的
请问是否还有一个 indicator的paintbar指标？

 

[LegacyColorValue = true];


{
Livermore Market Method
Ref[1]: Chapters VIII & IX of "How to Trade in Stocks", Jesse L. Livermore

v1 ghkramer - 5Oct03
v1.1 ghkramer - 11Oct03, Added switch to deactive Rule 10 logic
===============
Program Overview

This program classifies price action into the following states based upon
rules in Ref[1]:

- Up Trend
- Natural Rally
- Secondary Rally
- Down Trend
- Natural Reaction
- Secondary Reaction

State change is determined by a user specified threshold of price change.
The program also determines a number of pivot points:

- Peak Up Trend Price
- Peak Natural Rally Price
- Bottom Down Trend Price
- Bottom Natural Reaction Price
- Key Price (requires two stocks, i.e., 2 or more data streams (Rule 7), not yet implemented)

This program may be used as a basis for a number of studies:
- trend paint bars,
- pivot price indicator lines
- strategies (trend following and/or breakout/breakdown)

For a detailed explanation of the system see Ref[1].



This program reflects the author's interpretation of Livermore's writing.
There is no guarantee the this program accurately or fully incorporates
Livermore's Market Key system.
}


input: PtsPctATR(0), Threshold(6), ATRLength(14),
DnTrendColor(Red), UpTrendColor(Blue),
ReactColor(Magenta), RallyColor(DarkGreen);

{ PtsPctATR: 0 for Threshold in points,
1 for Threshold in Percent
2 for Threshold in multiples of ATR

Threshold: in Points (if PtsPct = 0)
in Percent (if PtsPct = 1)
in ATR Multiples (if PtsPct = 2)

ATRLength(14) : only used when PtsPctATR = 2

Note: Livermore's system used a threshold of 6 points for stocks priced over $30.
This is the default (PtsPctATR = 0, Threshold = 6).

}

var:
SecondaryRally(0), NaturalRally(0), UpTrend(0),
SecondaryReaction(0), NaturalReaction(0), DnTrend(0),
DnTrendBL(0), NaturalRallyBL(0), {BL = Black Line}
UpTrendRL(0), NaturalReactionRL(0), {RL = Red Line}
InSecRally(false), InNatRally(false), InUpTrend(false),
InSecReact(false), InNatReact(false), InDnTrend(false),
ResumeUpTrend(false), ResumeDnTrend(false),
MA10(0), Thresh(0), HalfThresh(0),
UseRule10(false), {set to true to use Livermore's Rule 10, note: system may become unstable}
Debug(false); {set to true for output}



{initialization}
if (CurrentBar = 1) then
begin
if (PtsPctATR = 0) {use Points} then
begin
Thresh = Threshold;
HalfThresh = Thresh/2;
end;
SecondaryRally = Close;
NaturalRally = Close;
UpTrend = Close;
SecondaryReaction = Close;
NaturalReaction = Close;
DnTrend = Close;
end;


if (CurrentBar <= 21) then {initialization continued}
begin
MA10 = Average(Close, 10);
if (CurrentBar = 21) then
begin
if (MA10 > MA10[10]) then {assume UpTrend}
begin
InUpTrend = true;
UpTrend = C;
end
else {assume DnTrend}
begin
InDnTrend = true;
DnTrend = C;
end;
end;
end
else {Main}
begin {calc current Threshold if required}
if (PtsPctATR = 1) then {use Percent change Thresh, calc on every bar }
begin
Thresh = Threshold*Close[1]/100;
HalfThresh = Thresh/2;
end
else if (PtsPctATR = 2) then {use ATR multiples for Thresh, calc on every bar }
begin
Thresh = Threshold*AvgTrueRange(14);
HalfThresh = Thresh/2;
end;


{Process by Current State}


{------Up Trend State-------}
if InUpTrend then
begin
if (Close > (NaturalReaction + Threshold)) then
NaturalReactionRL = NaturalReaction; {Rule 4b}
if ResumeUpTrend then {Rule 10 logic. Note: system becomes unstable if used}
begin
if (Close > (UpTrendRL + HalfThresh)) then
begin
ResumeUpTrend = false; {Rule 10a}
UpTrend = Close;
if Debug then print(date, Close, " Node 1", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (UpTrendRL - HalfThresh)) then {UpTrend Over, return to NaturalReaction}
begin
ResumeUpTrend = false;
InUpTrend = false; {Rule 10b}
InNatReact = true;
NaturalReaction = Close;
if Debug then print(date, Close, " Node 2", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close < (UpTrend - Thresh)) then {start NaturalReaction}
begin {Rules 4a, 6a}
InUpTrend = false;
InNatReact = true;
NaturalReaction = Close;
UpTrendRL = UpTrend; {Pivot Pt, Rule 8}
ResumeUpTrend = false;
if Debug then print(date, Close, " Node 3", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > UpTrend) then {remain in UpTrend, record higher price}
UpTrend = Close; {Rule 1, 4b, 6d}
end {InUpTrend}


{------Natural Rally State-------}
else if InNatRally then
begin
if (Close > (NaturalReaction + Threshold)) then
NaturalReactionRL = NaturalReaction; {Rule 4b}
if (Close > UpTrend) then {resume UpTrend}
begin {Rules 6d, 6f}
InUpTrend = true;
InNatRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 4", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (NaturalRallyBL + HalfThresh)) then {resume UpTrend}
begin {Rules 5a}
InUpTrend = true;
InNatRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 5", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < DnTrend) then {start DnTrend}
begin {Rule 6b}
InNatRally = false;
InDnTrend = true;
DnTrend = Close;
NaturalRallyBL = Close; {rule 4d}
if Debug then print(date, Close, " Node 6", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (NaturalRally - Thresh)) then
begin
if (Close < NaturalReaction) then {start NaturalReaction}
begin {Rules 4d, 6b}
InNatRally = false;
InNatReact = true;
NaturalReaction = Close;
NaturalRallyBL = Close; {rule 4d} {Pivot Pt, Rule 9b}
if Debug then print(date, Close, " Node 7", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else {start SecondaryReaction}
begin {Rule 6h}
InNatRally = false;
InSecReact = true;
SecondaryReaction = Close;
if Debug then print(date, Close, " Node 8", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close > NaturalRally) then {remain in NaturalRally, record higher price}
NaturalRally = Close; {Rule 3, 6c, 6d}
end {InNatRally}


{------Secondary Rally State-------}
else if InSecRally then
begin
if (Close > UpTrend) then {resume UpTrend}
begin {Rules 6d, 6f}
InUpTrend = true;
InSecRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 9", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (NaturalRallyBL + HalfThresh)) then {resume UpTrend}
begin {Rules 5a}
InUpTrend = true;
InSecRally = false;
UpTrend = Close;
if UseRule10 then ResumeUpTrend = true;
if Debug then print(date, Close, " Node 10", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > NaturalRally) then {start NaturalRally}
begin {Rule 6g}
InSecReact = false;
InNatRally = true;
NaturalRally = Close;
if Debug then print(date, Close, " Node 11", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < DnTrend) then {start DnTrend}
begin {Rule 6b}
InSecRally = false;
InDnTrend = true;
DnTrend = Close;
NaturalRallyBL = Close; {rule 4d} {Pivot Pt, Rule 9b}
if Debug then print(date, Close, " Node 12", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > SecondaryRally) then {remain in SecondaryRally, record higher price}
SecondaryRally = Close; {Rule 3, 6g}
end {InSecRally}


{------Down Trend State-------}
else if InDnTrend then
begin
if (Close < (NaturalRally - Threshold)) then
NaturalRallyBL = NaturalRally; {Rule 4d}
if ResumeDnTrend then {Rule 10 logic. Note: system becomes unstable if used}
begin
if (Close < (DnTrendBL - HalfThresh)) then
begin
ResumeDnTrend = false; {Rule 10a}
DnTrend = Close; {Rule 2, 6b}
if Debug then print(date, Close, " Node 13", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (DnTrendBL + HalfThresh)) then {DnTrend Over, return to NaturalRally}
begin
ResumeDnTrend = false;
InDnTrend = false; {Rule 10c}
InNatRally = true;
NaturalRally = Close;
if Debug then print(date, Close, " Node 14", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close > (DnTrend + Thresh)) then {start NaturalRally}
begin {Rules 4c, 6c}
InDnTrend = false;
InNatRally = true;
NaturalRally = Close;
DnTrendBL = DnTrend; {Pivot Pt, Rule 8}
ResumeDnTrend = false;
if Debug then print(date, Close, " Node 15", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < DnTrend) then {remain in DnTrend, record lower price}
DnTrend = Close; {Rule 2, 6b}
end {InSecRally}


{------Natural Reaction State-------}
else if InNatReact then
begin
if (Close < (NaturalRally - Threshold)) then
NaturalRallyBL = NaturalRally; {Rule 4d}
if (Close < DnTrend) then {resume DnTrend}
begin {Rule 6b, 6e}
InDnTrend = true;
InNatReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 16", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (NaturalReactionRL - HalfThresh)) then {resume DnTrend}
begin {Rules 5b}
InDnTrend = true;
InNatReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 17", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > UpTrend) then {start UpTrend}
begin {rule 6d}
InNatReact = false;
InUpTrend = true;
UpTrend = Close;
NaturalReactionRL = Close; {Rule 4b} {Pivot Pt, Rule 9c}
if Debug then print(date, Close, " Node 18", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > (NaturalReaction + Thresh)) then
begin
if (Close > NaturalRally) then {start NaturalRally}
begin {Rules 4b, 6d}
InNatReact = false;
InNatRally = true;
NaturalRally = Close;
NaturalReactionRL = Close; {Rule 4b} {Pivot Pt, Rule 9c}
if Debug then print(date, Close, " Node 19", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else {start SecondaryRally}
begin {Rule 6g}
InNatReact = false;
InSecRally = true;
SecondaryRally = Close;
if Debug then print(date, Close, " Node 20", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end;
end
else if (Close < NaturalReaction) then {remain in NaturalReaction, record lower price}
NaturalReaction = Close; {Rules 3, 6a, 6b}
end {InNatReact}


{------Secondary Reaction State-------}
else if InSecReact then
begin
if (Close < DnTrend) then {resume DnTrend}
begin {Rules 6b, 6e}
InDnTrend = true;
InSecReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 21", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < (NaturalReactionRL - HalfThresh)) then {resume DnTrend}
begin {Rules 5b}
InDnTrend = true;
InSecReact = false;
DnTrend = Close;
if UseRule10 then ResumeDnTrend = true;
if Debug then print(date, Close, " Node 22", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close > UpTrend) then {start UpTrend}
begin {Rule 6d}
InSecReact = false;
InUpTrend = true;
UpTrend = Close;
NaturalReactionRL = Close; {Rule 4b} {Pivot Pt, Rule 9c}
if Debug then print(date, Close, " Node 23", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < NaturalReaction) then {start NaturalReaction}
begin {Rule 6h}
InSecReact = false;
InNatReact = true;
NaturalReaction = Close;
if Debug then print(date, Close, " Node 24", UpTrend, DnTrend, NaturalRally, NaturalReaction, UpTrendRL, DnTrendBL, NaturalRallyBL, NaturalReactionRL);
end
else if (Close < SecondaryReaction) then {remain in SecondaryReaction, record lower price}
SecondaryReaction = Close; {Rule 6h}
end {InSecReact}


{------Error State-------}
else
begin
{should not get here!!!}
if Debug then
print("Error in State Logic, Date: ", Date, " Time: ", Time);
end; {Error state}

end; {main}


{Paint bars with trend direction}
if InDnTrend then
PlotPaintBar(High, Low, "Trend", DnTrendColor)
else if InUpTrend then
PlotPaintBar(High, Low, "Trend", UpTrendColor)
else if InNatRally then
PlotPaintBar(High, Low, "Trend", RallyColor)
else if InNatReact then
PlotPaintBar(High, Low, "Trend", ReactColor)
else if InSecRally then
PlotPaintBar(High, Low, "Trend", RallyColor) {use natural rally color}
else if InSecReact then
PlotPaintBar(High, Low, "Trend", ReactColor); {use natural reaction color}

 

多谢，
十分的感谢。

 

livermore的经典再现
我去自习学习
多谢neo_cn老哥。

 

举手之劳