DoubleTopBot System

{===========User Function Choose3 ===============}

Inputs: Val1(Numeric), Val2(Numeric), Val3(Numeric), Ref(Numeric);

If MinList(Absvalue(Ref - Val1), absvalue(Ref - Val2), Absvalue(Ref - Val3)) =
Absvalue(Ref - Val1) then
Choose3 = 0;

If MinList(Absvalue(Ref - Val1), absvalue(Ref - Val2), Absvalue(Ref - Val3)) =
Absvalue(Ref - Val2) then
Choose3 = 1;

If MinList(Absvalue(Ref - Val1), absvalue(Ref - Val2), Absvalue(Ref - Val3)) =
Absvalue(Ref - Val3) then
Choose3 = 2;

Type : Function, Name : DoubleTopBot
{=================== User Function DoubleTopBot===============}

Inputs: StrnType(Numeric), TopBot(Numeric), Near(Numeric), Win(Numeric);

Vars: Trend(0),ShtTrend(0), LTrend(0), DnTrend(False),
UpTrend(False),CurLo(999999),
CurHi(-99999), CTLow(0),CtHi(0),Scale(0),CurHDt(0),CurLDt(0);

Arrays: LastH[3](0), LastLo[3](0),DateH[3](0),DateLo[3](0);

If StrnType = 0 then begin
DnTrend = High < High[1] and Low < Low[1];
UpTrend = High > High[1] and Low > Low[1];
End;

If STrnType = 1 then begin
DnTrend = High < High[1] and Low < Low[1] and High[1] < High[2] and Low[1] <
Low[2];
UpTrend = High > High[1] and Low > Low[1] and High[1] > High[2] and Low[1] >
Low[2];
End;

If DnTrend = True and Low <= CTLow then begin
ShtTrend = -1;
End;

If UpTrend = True and High >= CtHi then begin
ShtTrend = 1;
End;

If ShtTrend = 1 and High > CurHi and High > High[1] then begin
CtLow = Low;
End;

If ShtTrend = -1 and Low < CurLo and Low < Low[1] then begin
CTHi = High;
End;

If ShtTrend = -1 and CurLo > Low then begin
CurLo = Low;
CurLDt = DateToJulian(Date);
End;

If ShtTrend = 1 and ShtTrend[1] <> 1 then begin

LastLo[2] = LastLo[1];
LastLo[1] = LastLo[0];
LastLo[0] = CurLo;
CurLo = Low;
DateLo[2] = DateLo[1];
DateLo[1] = DateLo[0];
DateLo[0] = CurLDt;
End;

If ShtTrend = -1 and ShtTrend[1] <> -1 then begin

LastH[2] = LastH[1];
LastH[1] = LastH[0];
LastH[0] = CurHi;
CurHi = High;
DateH[2] = DateH[1];
DateH[1] = DateH[0];
DateH[0] = CurHDt;
End;

DoubleTopBot = 0;

If TopBot = 0 then value1 = Choose3(LastLo[0],LastLo[1],LastLo[2],Low);

If TopBot = 1 then value1 = Choose3(LastH[0],LastH[1],LastH[2],High);

If TopBot = 0 then begin
If MinList(Absvalue(Low - LastLo[0]),
AbsValue(Low - LastLo[1]),
AbsValue(Low - LastLo[2])) < Near
* Average(TrueRange,3) and DateToJulian(Date) - DateLo[Value1]
> Win and Low > Low[1] then
DoubleTopBot = 1;
End;

If TopBot = 1 then begin
If MinList(AbsValue(High - LastH[0]),
AbsValue(High - LastH[1]),
AbsValue(High - LastH[2])) < Near
* Average(TrueRange,3) and
DateToJulian(Date) - DateH[Value1]
> Win and High < High[1] then
DoubleTopBot = 1;
End;

Type : Signal, Name : DoubleTopBot

{=========DoubleTopBot System=================}

Inputs: Near(0.45), Dist(6);

If (DoubleTopBot(0,0,Near,Dist) = 1 or
DoubleTopBot(0,0,Near,Dist)[1] = 1)
and Close < Open then Buy at Open;

If BarsSinceEntry > 3 then ExitLong at Open;