// Turtle minor and major trading signals - for AmiBroker - Use at your own risk
// CAUTION: Thrtles was originally designed to trade futures. Using it with stocks might pose many problems. 
// Be sure to back test and optimize this with any stock you might use it with AND back test again.

// NOTE: This is a rudimentary implementation as it does not include the following:
// volitality share sizing 
// stops 
// Trade selection which only trades following a theoretical 

// Two default periods are used 20/10 for short term trading and 65/30 for long term trading
// Try to optomize these valuess but be careful not curve fit. It must work across many stocks, etc. OR it is curve fitted.

// constants account = 5000.00; // set this to whatever you want to use per trade
tradeCount = 0;
price = 0.0;

PeriodSys1Buy = Param("Short bar entry", 20, 1, 100, 1); 
// number of bars back to look for a short term buy breakvaout
PeriodSys1Sel1 = Param("Short bar exit", 10, 1, 100, 1); 
// number of bars back to look for a sell 
PeriodSys2Buy = Param("Long bar entry", 65, 1, 100, 1); // number of bars back to look for a long Buy breakvaout
PeriodSys2Sel1 = Param("Long bar exit", 30, 1, 100, 1); // number of bars back to look for a Sell

buyRangeSys1 = HHV(H, PeriodSys1Buy ); // buy or Short range for system 1
sellRangeSys1 = LLV(L, PeriodSys1Sel1 ); // Sell OR Cover range for system 1
shortRangeSys1 = LLV(L, Periodsys1Buy ); // Buy OR Short range for system 2
coverRangeSys1 = HHV(H, PeriodSys1Sel1 ); // Sell OR Cover range for system 2

// #####################
// System 1 rules
// #####################

// if the market sets a new system 1 day high then buy
myBuySys1 = IIf(C > Ref(buyRangeSys1, -1), 1, 0); // if todays Close is >= that the Highest value set Buy Signal
mySellSys1 = IIf(C < Ref(sellRangeSys1, -1), 1, 0); // if todays Close is <= that the Lowest value set Sell Signal
Sys1Buy = ExRem(myBuySys1 ,mySellSys1 ); // remove all the other buy signals from buy to Sell - only take one position
Sys1Sell = ExRem(mySellSys1 ,myBuySys1 ); // remove all the other Sell signals from Sell to Buy - only take one position

// short
myShortSys1 = IIf(C < Ref(shortRangeSys1, -1), 1, 0); // if todays Close is >= that the Highest value set Buy Signal
myCoverSys1 = IIf(C > Ref(coverRangeSys1, -1), 1, 0); // if todays Close is <= that the Lowest value set Sell Signal
Sys1Short = ExRem(myShortSys1 ,myCoverSys1 ); // remove all the other short signals from buy to Sell -only take one position
Sys1Cover = ExRem(myCoverSys1 ,myShortSys1 ); // remove all the other Cover signals from Sell to Buy -only take one position

// #####################
// System 2 rules
// #####################

buyRangeSys2 = HHV(H, PeriodSys2Buy ); // buy or Short range for system 1
sellRangeSys2 = LLV(L, PeriodSys2Sel1 ); // Sell OR Cover range for system 1
shortRangeSys2 = LLV(L, PeriodSys2Buy ); // Buy OR Short range for system 2
coverRangeSys2 = HHV(H, PeriodSys2Sel1 ); // Sell OR Cover range for system 2

// if the market sets a new system 1 day high then buy
myBuySys2 = IIf(C > Ref(buyRangeSys2, -1), 1, 0); 
// if todays close is >= that the highest value set buy Signal 
mySellSys2 = IIf(C < Ref(sellRangeSys2, -1), 1, 0); // if todays Close is <= that the Lowest value set Sell Signal
Sys2Buy = ExRem(myBuySys2 ,mySellSys2 ); // remove all the other buy signals from buy to Sell - only take one position
Sys2Sell = ExRem(mySellSys2 ,myBuySys2 ); // remove all the other sell signals from sell to Buy - only take one position

// short
myShortSys2 = IIf(C < Ref(shortRangeSys2, -1), 1, 0); // if todays Close is >= that the Highest value set Buy Signal
myCoverSys2 = IIf(C > Ref(coverRangeSys2, -1), 1, 0); // if todays Close is <= that the Lowest value set Sell Signal
Sys2Short = ExRem(myShortSys2 ,myCoverSys2 ); // remove all the other short signals from buy to sell - only take one position
Sys2Cover = ExRem(myCoverSys2 ,myShortSys2 ); // remove all the other Cover signals from Sell to Buy - only take one position

// #####################
// Combining the rules
// #####################

Buy = Sys1Buy OR Sys2Buy;
Sell = Sys1Sell OR Sys2Sell;
Short = Sys1Short OR Sys2Short;
Cover = Sys1Cover OR Sys2Cover;

// #####################
// Plotting the results
// #####################

// System 1 trades
Plot(Sys1Buy * C / 2, "Turtles - Sys1 Green = Buy", colorGreen);
Plot(-Sys1Sell * C / 2, "Blue = Sys1 Sell", colorBlue);
Plot(-Sys1Short * C / 2, "Red = Sys1 Short", colorRed);
Plot(Sys1Cover * C / 2, "Black = Sys1 Cover", colorBlack);

// System 2 trades
Plot(Sys2Buy * C, "\n Sys 2 - Green = Buy", colorGreen, 
styleDashed );
Plot(-Sys2Sell * C, "Sys 2 Blue = Sell", colorBlue, styleDashed );
Plot(-Sys2Short * C, "Sys 2 Red = Short", colorRed, styleDashed );
Plot(Sys2Cover * C, "Sys 2 Black = Cover", colorBlack, styleDashed );

Filter = Sys1Buy OR Sys1Sell OR Sys1Short OR Sys1Cover OR Sys2Buy OR 
Sys2Sell OR Sys2Short OR Sys2Cover ; // used for scan function
AddColumn(Sys1Buy , "Sys 1 Buy");
AddColumn(Sys1Sell , "Sys 1 Sell");
AddColumn(Sys1Short , "Sys 1 Short");
AddColumn(Sys1Cover , "Sys 1 Cover");

AddColumn(Sys2Buy , "Sys 2 Buy");
AddColumn(Sys2Sell , "Sys 2 Sell");
AddColumn(Sys2Short , "Sys 2 Short");
AddColumn(Sys2Cover , "Sys 2 Cover");