*·~-.¸¸,.-~*bollinger bands*·~-.¸¸,.-~*

// Stochastic Rsi and Bollinger Bands
// suggested by   YACOVT
// from  article
// Stocks & Commodities Magazine in August 2002 had an article Develpoing A trading System By Dennis D Peterson
// Code by Georges
// Code Suggestions / Improvements by Glitch
// Debugging Gyro
// See Topic Post
// Stochastic Rsi and Bollinger Bands . looking for script
// http://www.wealth-lab.com/cgi-bin/We.../topic?id=3800

var Bar, StandardDev, Periods, ExitBar123, EntryBar1234: integer;
var StochRSISer, VolSer, MyBBandLower, MyBBandUpper, WPrice: integer;
var rdp1, rdp2, rdv1, adjust1, adjust2, BBpds: integer;
var deviations, x, xPrice, bbBottom, bbTop: float;
var HowCloseToBBot, HowCloseToBBTop: float;
var LongThresholdEntry, BotPercentage, LongThresholdExit, TopPercentage: float;
var Entry1, Entry2, Entry3, Entry4: boolean;
var Exit1, Exit2, Exit3, Exit4, Exit5, Exit6, Exit7: boolean;
var y, Vol, LastUpVol: float;
procedure PlotEntryRule( b: boolean; s: string );
begin
  if b then
  begin
    y := y * 0.995;
    AnnotateChart( s, 0, Bar, y, #Gray, 7 );
  end;
end;
procedure PlotExitRule( b: boolean; s: string );
begin
  if b then
  begin
    y := y * 1.005;
    AnnotateChart( s, 0, Bar, y, #Gray, 7 );
  end;
end;
StandardDev := 60;
Periods := 14;
{ Set up base StochRSI Series }
StochRSISer := StochRSISeries( #Close, Periods );
{ Set up average Volume Series }
VolSer := SMASeries( #Volume, Periods );
VolSer := DivideSeriesValue( VolSer, 1000000 );
{ Create Price Series to Hold Custom BBands }
MyBBandLower := CreateSeries;
MyBBandUpper := CreateSeries;
{ Create and Populate Weighted Price Series }
WPrice := CreateSeries;
for Bar := 0 to BarCount - 1 do
begin
  x := ( 2 * PriceClose( Bar ) + PriceHigh( Bar ) + PriceLow( Bar) ) / 4;
  SetSeriesValue( Bar, WPrice, x );
end;
{ Main Loop ... executes once for each bar on chart }
ExitBar123 := 0;
EntryBar1234 := 0;
for Bar := StandardDev to BarCount - 1 do
begin
  rdp1 := Round( StdDev( Bar, StochRSISer, StandardDev ) /0.053 );
  rdp2 := Round( StdDev( Bar, StochRSISer, StandardDev ) /0.035 );
  rdv1 := Round( StdDev( Bar, VolSer, StandardDev ) );
  adjust1 := rdv1 - rdp1 + 11;
  if adjust1 < 8 then
    adjust1 := 8;
  if adjust1 > 12 then
    adjust1 := 12;
  adjust2 := rdv1 - rdp2 + 14;
  if adjust2 < 12 then
    adjust2 := 12;
  if adjust2 > 20 then
    adjust2 := 20;
  Periods := adjust1;
  BBpds := adjust2;
  deviations := 0.0625 * BBpds + 0.75;
  bbBottom := BBandLower( Bar, WPrice, BBPds, deviations );
  bbTop := BBandUpper( Bar, WPrice, BBPds, deviations );
  SetSeriesValue( Bar, MyBBandLower, bbBottom );
  SetSeriesValue( Bar, MyBBandUpper, bbTop );
  HowCloseToBBot := 0.9;
  LongThresholdEntry := 30;
  xPrice := GetSeriesValue( Bar, WPrice );

  if not ( ( bbTop -bbBottom) = 0.0 ) then
     botpercentage := Abs( ( xPrice - bbBottom ) / ( bbTop -bbBottom));
  if ( ( bbTop -bbBottom) = 0.0 ) then
     botpercentage := Abs( ( xPrice - bbBottom ) / ( 0.001 + bbTop -bbBottom));

  Entry1 := botpercentage - HowCloseToBBot < 0.3;
  Entry2 := ( PriceClose( Bar ) * 1.05 > BBandLower( Bar,
  WPrice, BBpds, deviations ) ) and ( StochRSI( Bar, #Close, Periods ) > LongThresholdEntry );
  Entry3 := false;
  if PriceClose( Bar ) > PriceClose( Bar - 1 ) then
  begin
    Vol := Volume( Bar );
    if Vol > LastUpVol then
      Entry3 := true;
    LastUpVol := Vol;
  end;

  if not ( (PriceHigh( Bar ) - PriceLow( Bar ))  = 0.0 ) then
  Entry4 := ( PriceClose( Bar ) - PriceOpen( Bar ) ) /( PriceHigh( Bar ) - PriceLow( Bar ) ) > 0.2;
  if ( (PriceHigh( Bar ) - PriceLow( Bar ))  = 0.0 ) then
  Entry4 := ( PriceClose( Bar ) - PriceOpen( Bar ) ) /( PriceHigh( Bar ) - PriceLow( Bar ) + 0.001 ) > 0.2;
 

{ Position Entry Rules }
  if not LastPositionActive then
  begin
    if Entry1 and Entry2 and Entry3 and Entry4
    then
    begin
      BuyAtMarket( Bar + 1, '' );
      SetBackgroundColor( bar+1, #greenbkg) ;
    end;

{ See which Entry Conditions were met }
    y := PriceLow( Bar );
   if ( Entry1  and Entry2 and Entry3 and Entry4 ) then
            PlotEntryRule( True , '1234' );
  end
  else
{ Position Exit Rules }
  begin
    HowCloseToBBTop := 0.7;
    LongThresholdExit := 70;
    xPrice := GetSeriesValue( Bar, WPrice );
 
    if not ( ( bbTop -bbBottom) = 0.0 ) then
          toppercentage := Abs( ( xPrice - bbTop ) / ( bbTop -bbBottom));
    if ( ( bbTop -bbBottom) = 0.0 ) then
     toppercentage := Abs( ( xPrice - bbTop ) / ( 0.001 + bbTop -bbBottom));

    Exit1 := StochRSI( Bar, #Close, Periods ) < LongThresholdExit;
    Exit2 := TopPercentage < HowCloseToBBTop;
    Print( FloatToStr( TopPercentage ) + #9 + FloatToStr( HowCloseToBBTop ) );
    Exit3 := PriceClose( Bar ) > 0.95 * BBandUpper( Bar, #Close, BBpds, deviations );
    if Exit1 and Exit2 and Exit3 then
      ExitBar123 := Bar;
    Exit4 := PriceClose( Bar ) < BBandLower( Bar, #Close, BBpds, deviations );
    Exit5 := ( Bar - ExitBar123 < 4 );
    Exit6 := PriceClose( Bar - 1 ) - PriceOpen( Bar - 1 ) < 0;
    if Entry1 and Entry2 and Entry3 and Entry4 then
      EntryBar1234 := Bar;
    Exit7 := ( Bar - EntryBar1234 ) < 2;
    if ( Exit5 and Exit4 ) then
    begin
      SellAtMarket( Bar + 1, LastPosition, '4&5' ) ;
      SetBackgroundColor(bar+1 ,  #redbkg) ;
    end ;

    if ( Exit6 and Exit7 ) then
    begin
      SellAtMarket( Bar + 1, LastPosition, '6&7' );
      SetBackgroundColor( bar + 1 , #redbkg)  ;
    end  ;

{ See which Exit Conditions were met }
    y := PriceHigh( Bar );
    if ( Exit6 and Exit7 ) then
            PlotExitRule( True , '6-7' );
    if ( Exit6 and Exit7 ) then
            PlotExitRule( True , '4-5' );
 
  end;
end;
{ Plot Weighted Price }
PlotSeries( WPrice, 0, #Red, #Thin );
{ Plot Custom BBands }
PlotSeries( MyBBandUpper, 0, 337, #Thick );
PlotSeries( MyBBandLower, 0, 337, #Thick );

//
// Bollinger BreakOut v.1.1
//
// v.1.1   BreakOut Bar Volume checking
var Bar,ATRPane2,BBWPane: integer;
var BBW,BBAvg,UpperBand,LowerBand: integer;
var BBStdev,PctBBWMin: float;
var cond1:boolean;
//
// Indicator settings
//
BBAvg:=20;
BBStdev:=2.0;
//
UpperBand:=BBandUpperSeries(#Close,BBAvg,BBStdev);
LowerBand:=BBandLowerSeries(#Close,BBAvg,BBStdev);
BBW:= SubtractSeries(BBandUpperSeries(#Close,BBAvg,BBStdev),
     BBandLowerSeries(#Close,BBAvg,BBStdev));
//
for Bar:=21 to BarCount-1 do
begin
  if @BBW[bar]< (1.75*ATR(bar,1)) then
      begin
        SetBackgroundColor(Bar,#GreenBkg );
        cond1:=true;
      end;
  if not LastPositionActive then
     begin
      if cond1
       and (PriceClose(bar)>@UpperBand[bar])
       and volume(bar)>(volume(bar-1)*1.2)
        then
          BuyAtClose(Bar,'');
      if cond1
        and (PriceClose(bar)<@LowerBand[bar])
        and volume(bar)>(volume(bar-1)*1.2)
         then
           ShortAtClose(Bar,'');
     end;

  if LastPositionActive then
    begin
      if positionlong (LastPosition )
        then
          begin  //check for sell
           if PriceClose(bar)< SMA(Bar, #Close,20) then
                begin
                 SellAtClose(Bar,LastPosition,'');
                 cond1:=false;
                end;
          end
        else
          begin  //check for cover
           if PriceClose(bar)> SMA(Bar, #Close,20) then
                begin
                 CoverAtClose(Bar,LastPosition,'');
                 cond1:=false;
                end;
          end;
    end;
 

end;
//
// Draw Charts
//
BBWPane:=CreatePane(75,true,true);
PlotSeries(BBW,BBWPane,522,#Thin);
DrawLabel('Band Width(20,2)',BBWPane);
ATRPane2:=CreatePane(75,true,true);
PlotSeries(ATRSeries(1),ATRPane2,522,#Thin);
DrawLabel('ATR(1)',ATRPane2);

PlotSeries(BBandLowerSeries(#Close,20,2),0,009,#Thin);
DrawLabel('BBandLower(Close,20,2)',0);
PlotSeries(BBandUpperSeries(#Close,20,2),0,900,#Thin);
DrawLabel('BBandUpper(Close,20,2)',0);
PlotSeries(SMASeries(#Close,20),0,#Green,#Thin);