İndikatör Volatility Breakout System - Returns Profit

Volatility Breakout System
Commission:=21; {for Buy+Sell+Stop}
TradeAmt:=10000;
Buy:=O+((Ref(H,-1)-Ref(C,-1))*.7);
Sell:=C;
Stop:=O;
Trade:= O < Ref(C,-1) AND H > Buy AND Ref(C,-1) < Ref(C,-2) AND
Ref(C,-2) < Ref(C,-3) AND Ref(C,-3) < Ref(C,-4);
{Trigger for Trade}
HitStop:= If(Trade AND Stop>=Sell,TRUE,FALSE); {Have we hit our Stop}
TradeSize:= TradeAmt/Buy;
Profit:=If(Trade,-Commission-TradeSize*Buy,0);{Purchase}
Profit:=If(HitStop=TRUE,{then}
Profit+Stop*TradeSize,
{else} If(Trade AND HitStop=FALSE, {then}
Profit+Sell*TradeSize,0)); {Sale}
Win:=If(Profit>0,1,0);
Loss:=If(Profit<0,1,0);
Cum(Profit)​

Source / From:​

http://www.guppytraders.com​