algo 37 hhh

{*
========================================================================
	Strategy: @@Team47_StrMultipleTimeFrames





========================================================================
*}






{*
========================================================================
=== Input Parameters
========================================================================
*}
Input:
INT n(3),            // n - barinterval multiplier
INT k_Length(8),     // k - sequence length
INT m_Bars(8), 		// m - max number of bars in position
FLOAT ProfitPct(20.0);  // Profit %

{*
======================================================================================================
=== Start of Implementation
======================================================================================================
*}

// Constants  ----------------------------------------------------------
//-----------------------------------------------------------------------
Constants:
INT DataArraySize(50);


//----------------------------------------------------------------------
// Data Processing
//----------------------------------------------------------------------

Array:
Data2BarsHigh[DataArraySize](0),
Data2BarsLow[DataArraySize](0)

Data1BarsHigh[DataArraySize*n](0),
Data1BarsLow[DataArraySize*n](0),

Data2BarsClose[DataArraySize](0);


Data2BarsHigh[BarNumber[0]]=high;
Data2BarsLow[BarNumber[0]]=low;

if BarNumber[0]%n=0 then begin
	Data2BarsHigh[BarNumber[0]/n]=high;
	Data2BarsLow[BarNumber[0]/n]=low;
	Data2BarsClose[BarNumber[0]/n] = close;
end;


// Data2 Construction --------------------------------------------------
//----------------------------------------------------------------------



//----------------------------------------------------------------------


//----------------------------------------------------------------------
// END - Data Processing -----------------------------------------------
//----------------------------------------------------------------------






//----------------------------------------------------------------------
// Events Identification
//----------------------------------------------------------------------


// Check k-High Sequence -----------------------------------------------
//----------------------------------------------------------------------
Vars:
BOOL k_SequenceFound(FALSE);
INT num_of_last_bar_selled(DataArraySize);

k_SequenceFound=TRUE;
for j=0 to k_Length-1 begin
if Data2BarsHigh[((BarNumber[1])/n)-(j+1)]>Data2BarsHigh[(BarNumber[1])/n-j] then begin
k_SequenceFound = FALSE;
end;
end;





//k_SequenceFound = TRUE/FALSE;



//----------------------------------------------------------------------
// End::Events Identification
//----------------------------------------------------------------------


//----------------------------------------------------------------------
// Strategy
//----------------------------------------------------------------------


// Short Entry ---------------------------------------------------------
//----------------------------------------------------------------------

if k_SequenceFound=TRUE AND Data2BarsLow[((BarNumber[1])/n)] = 0.05+Data1BarsLow[(BarNumber[0])]  and (BarNumber[1])%n=0) then begin
sellshort this bar at Market;
num_of_last_bar_selled = BarNumber[0];
end;
//----------------------------------------------------------------------


// Short Exit ----------------------------------------------------------
//----------------------------------------------------------------------
if ProfitPct < (Data2BarsClose[(BarNumber[1])/n] -Data2BarsClose[((BarNumber[1])/n )+1])/Data2BarsClose[(BarNumber[1])/n])  OR num_of_last_bar_selled+m_Bars = BarNumber[0] then begin
BuyToCover this bar at Market;
end;


//----------------------------------------------------------------------




// StopLoss Exit
//----------------------------------------------------------------------
SetStopShare;
if Data2BarsHigh[(num_of_last_bar_selled-1)/n]-0.02>high) then begin
BuyToCover this bar at Market;
end;
//----------------------------------------------------------------------



//----------------------------------------------------------------------
// End:: Strategy
//----------------------------------------------------------------------

{*
======================================================================================================
=== End of Implementation
======================================================================================================
*}