MA5:=MA(C,5);
MA20:=MA(C,20);
HH:=HHV(REF(H,1),5);
LL:=LLV(REF(L,1),4);
if H>HH AND MA5-REF(MA5,1)>7 AND MA20-REF(MA20,1)>0 then begin
buy(HOLDING=0,1,MARKET);
end
SP1:=H-L>20 AND C<O;
SP2:=REF(C,1)<REF(O,1) AND REF(C,2)<REF(O,2) AND REF(C,3)<REF(O,3)
AND REF(L,1)<REF(L,2) AND REF(L,2)<REF(L,3);
SP3:=L<LL;
if SP1 OR SP2 OR SP3=1 then BEGIN
sell(HOLDING>0,1,MARKET);
end
if L<LL AND MA5-REF(MA5,1)<-7 AND MA20-REF(MA20,1)<0 AND REF(L,1)-O<10 then begin
buySHORT(HOLDING=0,1,MARKET);
end
BP1:=H-L>20 AND C>O;
BP2:=REF(C,1)>REF(O,1) AND REF(C,2)>REF(O,2) AND REF(C,3)>REF(O,3)
AND REF(L,1)>REF(L,2) AND REF(L,2)>REF(L,3);
BP3:=H>HH;
IF BP1 OR BP2 OR BP3 THEN BEGIN
sellSHORT(HOLDING<0,1,MARKET);
END