input length2 = 5;
input length3 = 7;
input length4 = 9;
input length5 = 11;
input length6 = 13;
input length7 = 15;
input averageType = AverageType.EXPONENTIAL;
input lengthave =2;
def ll2 = Lowest(low, length2);
def hh2 = Highest(high, length2);
def atr2 = MovingAverage(averageType, TrueRange(high, close, low), length2);
def tmp_H2 = (Log(hh2 - ll2) - Log(atr2)) / (Log(length2));
plot H2;
if tmp_H2 > 1
then {
H2 = 1;
} else if tmp_H2 < 0 {
H2 = 0;
} else {
H2 = tmp_H2;
}
def ll3 = Lowest(low, length3);
def hh3 = Highest(high, length3);
def atr3 = MovingAverage(averageType, TrueRange(high, close, low), length3);
def tmp_H3 = (Log(hh3 - ll3) - Log(atr3)) / (Log(length3));
plot H3;
if tmp_H3 > 1
then {
H3 = 1;
} else if tmp_H3 < 0 {
H3 = 0;
} else {
H3 = tmp_H3;
}
def ll4 = Lowest(low, length4);
def hh4 = Highest(high, length4);
def atr4 = MovingAverage(averageType, TrueRange(high, close, low), length4);
def tmp_H4 = (Log(hh4 - ll4) - Log(atr4)) / (Log(length4));
plot H4;
if tmp_H4 > 1
then {
H4 = 1;
} else if tmp_H4 < 0 {
H4 = 0;
} else {
H4 = tmp_H4;
}
def ll5 = Lowest(low, length5);
def hh5 = Highest(high, length5);
def atr5 = MovingAverage(averageType, TrueRange(high, close, low), length5);
def tmp_H5 = (Log(hh5 - ll5) - Log(atr5)) / (Log(length5));
plot H5;
if tmp_H5 > 1
then {
H5 = 1;
} else if tmp_H5 < 0 {
H5 = 0;
} else {
H5 = tmp_H5;
}
def ll6 = Lowest(low, length6);
def hh6 = Highest(high, length6);
def atr6 = MovingAverage(averageType, TrueRange(high, close, low), length6);
def tmp_H6 = (Log(hh6 - ll6) - Log(atr6)) / (Log(length6));
plot H6;
if tmp_H6 > 1
then {
H6 = 1;
} else if tmp_H6 < 0 {
H6 = 0;
} else {
H6 = tmp_H6;
}
def ll7 = Lowest(low, length7);
def hh7 = Highest(high, length7);
def atr7 = MovingAverage(averageType, TrueRange(high, close, low), length7);
def tmp_H7 = (Log(hh7 - ll7) - Log(atr7)) / (Log(length7));
plot H7;
if tmp_H7 > 1
then {
H7 = 1;
} else if tmp_H7 < 0 {
H7 = 0;
} else {
H7 = tmp_H7;
}
plot high = .6;
plot low = .4;