//asfatul.alam@yahoo.com
// PULLBACK SCAN

DLL1 = Ref(H,-1) > Ref(HHV(H,20),-2) AND H < Ref(H,-1);
DLL2 = Ref(H,-2) > Ref(HHV(H,20),-3) AND H < Ref(H,-2);
DLL3 = Ref(H,-3) > Ref(HHV(H,20),-4) AND H < Ref(H,-3);
DLL4 = Ref(H,-4) > Ref(HHV(H,20),-5) AND H < Ref(H,-4);
DLL5 = Ref(H,-5) > Ref(HHV(H,20),-6) AND H < Ref(H,-5);
DLL6 = Ref(H,-6) > Ref(HHV(H,20),-7) AND H < Ref(H,-6);
DLL7 = Ref(H,-7) > Ref(HHV(H,20),-8) AND H < Ref(H,-7);
DLL8 = Ref(H,-8) > Ref(HHV(H,20),-9) AND H < Ref(H,-8);  
DLL= H < Ref(HHV(H,20),-1);
DLS1 = Ref(L,-1) < Ref(LLV(L,20),-2) AND L > Ref(L,-1);
DLS2 = Ref(L,-2) < Ref(LLV(L,20),-3) AND L > Ref(L,-2);
DLS3 = Ref(L,-3) < Ref(LLV(L,20),-4) AND L > Ref(L,-3);
DLS4 = Ref(L,-4) < Ref(LLV(L,20),-5) AND L > Ref(L,-4);
DLS5 = Ref(L,-5) < Ref(LLV(L,20),-6) AND L > Ref(L,-5);
DLS6 = Ref(L,-6) < Ref(LLV(L,20),-7) AND L > Ref(L,-6);
DLS7 = Ref(L,-7) < Ref(LLV(L,20),-8) AND L > Ref(L,-7);
DLS8 = Ref(L,-8) < Ref(LLV(L,20),-9) AND L > Ref(L,-8);
DLS = L > Ref(LLV(L,20),-1);

// Price and Volume 
PVFilter = ((C>=15) AND MA( Volume, 50 )>100000);

// Moving Average proper order
BullishMAs = IIf(MA(C,10) >= EMA(C,20) AND EMA(C,20) >= EMA(C,30), 1, 0);
BearishMAs = IIf(MA(C,10) <= EMA(C,20) AND EMA(C,20) <= EMA(C,30), 1, 0);

// How far the stock has moved in the past month (preferable at least 10 pts in the past 20 days)
TenTwentyFilter = HHV(H,20)-LLV(L,20);

// 50 Day Historical Volatility
FiftyDayHVFilter = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));

// Dave Landry Pull Back Scan
DLPBS = (IIf((DLL AND (DLL1 OR DLL2 OR DLL3 OR DLL4 OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND PVFilter AND BullishMAs, 1, 0)) OR 
        (IIf((DLS AND (DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5 OR DLS6 OR DLS7 OR DLS8)) AND PVFilter AND BearishMAs, 1, 0));



//=================== Columns =======================================================================================================================

NumColumns = 5;

Column0 = FullName();     
Column0Name = "Ticker name";
           
Column1	  = IIf((DLL AND (DLL1 OR DLL2 OR DLL3 OR DLL4 OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND PVFilter AND BullishMAs, 1, 0);
Column1Name = "Buy Signal";

Column2     = IIf((DLS AND (DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5 OR DLS6 OR DLS7 OR DLS8)) AND PVFilter AND BearishMAs, 1, 0);
Column2Name = "Sell Signal"; 

Column3     = TenTwentyFilter;
Column3Name = "10/20 Value";

Column4		= FiftyDayHVFilter;
Column4Name	="HV50 Value";

AddTextColumn( IndustryID(1), "Industry" );

AddTextColumn( MarketID(1), "Market" );



// Filter based on 20 day hi/lo and pullback, moving averages lined up correctly, price and volume criteria, and stocks matching their respective industries and markets.
Filter = DLPBS; 
Buy  = Column1;
Sell = Column2;



//======================= Chart Layout  ==============================================================================================================

// OHLC bar graph with headings
_SECTION_BEGIN("Price"); 
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();

// 20 period linear regression line
x = Cum(1); //
lastx = LastValue( x ); Daysback = 20; aa = LastValue( LinRegIntercept( Close, Daysback) );
bb = LastValue( LinRegSlope( Close, Daysback ) );
y = Aa + bb * ( x - (Lastx - DaysBack) ); 
Plot( IIf( x >= (lastx - Daysback), y, -1e10 ), "LinReg", colorCustom11 );

// 10 period SMA
_SECTION_BEGIN("MA");
P = ParamField("Price field",-1);
Periods = Param("Periods",10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorBlue ), ParamStyle("Style") ); 
_SECTION_END();

// 20 period EMA
_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 20 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorRed ), ParamStyle("Style") ); 
_SECTION_END();

// 30 period EMA
_SECTION_BEGIN("EMA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 30);
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCustom12 ), ParamStyle("Style") ); 
_SECTION_END();



//======================= End Chart Layout  ===========================================================================================================