[description = This indicator recommends to stay out of the market if the INDEX is in a down trend based on MA312. It also indicates whether a BOT (Best Of Three) exit should be taken, and whether a SYS92L entry is available;author=Bleakley, Des;target=price;][color=blue];

show_SAP := inputtext("SHOW ALL DATA POINTS? Y/N ","Y" );
hist_bars := input("History bars (0=ALL) ", 110, 0, 1000);
show_all_points := show_SAP = "Y" OR show_SAP = "y";
exit_SAP := inputtext("SHOW ALL EXIT POINTS? Y/N ","Y" );
entry_SAP := inputtext("SHOW ALL ENTRY POINTS? Y/N ","Y" );
show_INDEX_info := inputtext("SHOW INDEX INFO? Y/N ", "Y");
show_system := inputtext("SHOW SYSTEM ? Y/N ", "Y"); 
show_bell := inputtext("SHOW BELL ? Y/N ","Y" );
show_tst := inputtext("SHOW TEST ? Y/N ","Y" );
show_hf := inputtext("SHOW HAPPY FACE ? Y/N ","Y");
show_all_entries := show_all_points OR ( entry_SAP = "Y" OR entry_SAP = "y");
show_all_exits := show_all_points OR (exit_SAP = "Y" OR exit_SAP = "y");
show_INDICES := (show_INDEX_info ="Y" OR show_INDEX_info ="y");
show_bells := show_all_points OR (show_bell = "Y" OR show_bell = "y");
show_test := (show_tst= "Y" OR show_tst = "y");
show_syst := (show_system = "Y" OR show_system = "y");
apply_system_stop := inputtext("APPLY SYSTEM STOP? Y/N ", "N");
system_on := apply_system_stop="Y" OR apply_system_stop="y";
show_happy_face := (show_hf= "Y" OR show_hf = "y");
roc_bars := input("ROC BARS : ", 52, 1, 100);
max_bar_num := lastvalue(barnumber);
lastbar := barnumber = max_bar_num;
history_bars := if(hist_bars>max_bar_num, max_bar_num, hist_bars);
startbar := if(history_bars=0,65 ,max_bar_num - history_bars);
earlybar := barnumber < 65  OR barnumber < startbar;
hb := if(history_bars=0,lastvalue(barnumber),history_bars);

{    ****    CALCULATE VARIOUS INDEX TREND VALUES    ****    }

XJO312UP := ma(LoadSymbol("XJO",CLOSE),3,E)>ma(LoadSymbol("XJO",CLOSE),12,E); 
{NAS312UP := ma(LoadSymbol("US.^COMP",CLOSE),3,E)>ma(LoadSymbol("US.^COMP",CLOSE),12,E); 
SP500312UP := ma(LoadSymbol("US.^SPX",CLOSE),3,E)>ma(LoadSymbol("US.^SPX",CLOSE),12,E); 
USA_stock := left(security.symbol,3) = "US.";}
USE_THIS_INDEX := XJO312UP;{if(USA_stock,NAS312UP,XJO312UP);}
secindx := if ( isdefined(security.sectorindex), " ("+security.sectorindex+")", " ");

{    ****    I OWN THIS STOCK    ****    }

stock_boughtprice := 
if ( security.symbol = "A2M", 11.324,
if ( security.symbol = "NEA", 2.0079,
if ( security.symbol = "WTC", 19.42087,
if ( security.symbol = "PME", 13.55,
if ( security.symbol = "NHC", 3.81445,
if ( security.symbol = "XRO", 42.965,
if ( security.symbol = "SAR", 3.385,
if ( security.symbol = "APX", 17.319,
if ( security.symbol = "CPU", 20.605,
if ( security.symbol = "NWH", 2.0723,
if ( security.symbol = "BVS", 4.602395,
if ( security.symbol = "xxx", 2.518,
if ( security.symbol = "PLS", 1.134,
if ( security.symbol = "xxx", 8.21,
if ( security.symbol = "xxx", 0.279,
if ( security.symbol = "xxx", 5.678,
if ( security.symbol = "xxx", 1.614,
if ( security.symbol = "xxx", 22.557,
if ( security.symbol = "xxx", 5.714,
if ( security.symbol = "xxx", 16.949,
if ( security.symbol = "xxx", 6.047,
if ( security.symbol = "xxx", 18.327,
if ( security.symbol = "xxx", 34.569,
{  UK STOCKS   }
if ( security.symbol = "xxx", 1850.3,
if ( security.symbol = "xxx", 445.09,
if ( security.symbol = "xxx", 1377.4,
{  USA STOCKS  }
if ( security.symbol = "US.AAPL", 205.848,
if ( security.symbol = "US.NFLX", 392.479,
if ( security.symbol = "US.NTAP", 78.395,
if ( security.symbol = "US.AMZN", 1814,
if ( security.symbol = "US.MA", 207.287,
if ( security.symbol = "US.MSFT", 109.306,
if ( security.symbol = "US.ADBE", 273.11,
if ( security.symbol = "US.xxx", 189.6667,
if ( security.symbol = "xxx", 185.946,
if ( security.symbol = "xxx", 85.687, 0))))))))))))))))))))))))))))))))))));

stockboughtdate :=
if( security.symbol = "A2M", date(2019,1,16),
if( security.symbol = "NEA", date(2019,1,17),
if( security.symbol = "WTC", date(2019,1,17),
if( security.symbol = "PME", date(2019,1,18),
if( security.symbol = "NHC", date(2019,1,22),
if( security.symbol = "XRO", date(2019,2,4),
if( security.symbol = "SAR", date(2019,2,4),
if( security.symbol = "CPU", date(2018,11,9),
if( security.symbol = "APX", date(2019,2,6),
if( security.symbol = "NWH", date(2019,2,11),
if( security.symbol = "BVS", date(2019,2,11),
if( security.symbol = "PLS", date(2017,11,10),
if( security.symbol = "xxx", date(2018,6,25),
if( security.symbol = "xxx", date(2018,1,15),
if( security.symbol = "xxx", date(2018,3,20),
if( security.symbol = "xxx", date(2018,3,16),
if( security.symbol = "xxx", date(2018,6,28),
if( security.symbol = "xxx", date(2018,9,27),
if( security.symbol = "xxx", date(2018,6,27),
if( security.symbol = "xxx", date(2018,10,1),
if( security.symbol = "TLG", date(2014,8,29),
if( security.symbol = "xxx", date(2018,6,19),
if( security.symbol = "xxx", date(2018,3,19),
{   UK STOCKS   }
if( security.symbol = "xxx", date(2017,10,5),
if( security.symbol = "xxx", date(2017,10,9),
if( security.symbol = "xxx", date(2018,1,4), 
{    USA STOCKS   }
if( security.symbol = "US.AAPL", date(2018,8,3),
if( security.symbol = "US.NFLX", date(2018,6,19),
if( security.symbol = "US.NTAP", date(2018,6,21),
if( security.symbol = "US.AMZN", date(2018,7,12),
if( security.symbol = "US.MA", date(2018,7,20),
if( security.symbol = "US.MSFT", date(2018,7,27),
if( security.symbol = "US.CME", date(2018,11,9),
if( security.symbol = "US.ADBE", date(2018,9,17),
if( security.symbol = "xxx", date(2017,12,12),
if( security.symbol = "xxx", date(2018,3,5),
if( security.symbol = "xxx", date(2018,1,8), now())))))))))))))))))))))))))))))))))))));

iownthis := stock_boughtprice > 0;
stock_profit_pc := round((close/stock_boughtprice-1)*100,2);
displine := (lastvalue(barnumber) - barnumber) <10;
boughttoday := onorskipped(stockboughtdate);

[name=pc1;linestyle=pricecolor;color=magenta;width=4];iownthis AND boughttoday;
[name=p2c;linestyle=pricecolor;color=red];NOT WHITE;
[name=pc3;linestyle=pricecolor;color=green];WHITE;

[name=dot;linestyle=marker;marker=type28;color=magenta]; iownthis AND boughttoday;

{    ****    CALCULATE RAW AND SMOOTHED RATE OF CHANGE    ****    }

emasmooth := 10; MA5 := 5; MA_method := SIMPLE; TP_ATR_num := 3; close_hf := 6;
boughtprice := hist(CLOSE, roc_bars);
risetodate := CLOSE - boughtprice;
risepc := (risetodate/boughtprice)*100;
smoothpcS := ma( risepc, emasmooth, S);
smoothpcE := ma( risepc, emasmooth, E);
smoothpc_up_one := hist(smoothpcS,1) < smoothpcS;
smoothpc_down_one := hist(smoothpcE,1) >= smoothpcE;
smoothpc_up_two := hist(smoothpc_up_one,1) AND smoothpc_up_one;
smoothpc_down_two := hist(smoothpc_down_one,1) AND smoothpc_down_one;

{    ****    HAS BELL RUNG?    ****    }

roc_st := roc(CLOSE,14,PERCENT);
bell := cross(roc_st,0);
bell_nearby := barssince(bell) <6 AND roc_st >0;

{    ****    MA5 & HAPPY FACE NEARBY CALCULATIONS   ****    }

MA5_down_one := hist(ma(CLOSE,MA5,MA_method),1) >= ma(CLOSE,MA5,MA_method);
MA5_down_two := hist(MA5_down_one,1) AND MA5_down_one;
MA5_up_one := hist(ma(CLOSE,MA5,MA_method),1) < ma(CLOSE,MA5,MA_method);
MA5_up_two :=hist(MA5_up_one,1) AND MA5_up_one;
ATR_profit_line := (ma(CLOSE,13,SIMPLE) + TP_ATR_num*ATR(21));
happy_face := C >= ATR_profit_line;
happy_face_nearby := barssince(happy_face)< close_HF;
last_HF_value := valuewhen(1,happy_face,CLOSE);
first_HF := happy_face AND NOT hist(happy_face_nearby,1);
big_jump := close/open >1.15;
big_jump_nearby := barssince(big_jump)<6;

{    ****    DEFINE ENTER AND EXIT CONDITIONS    ****    }

en_1 := if(system_on, USE_THIS_INDEX,TRUE);
en_2 := MA5_up_two AND smoothpc_up_two;
en_3 := MA5_up_two AND smoothpc_up_one AND bell_nearby;
ex_0 := MA5_down_two;
ex_1 := MA5_down_one AND smoothpc_down_one ;
ex_2 := happy_face_nearby AND MA5_down_one AND CLOSE<last_HF_value AND last_HF_value >= HHV(Close,close_HF);
ex_3 := happy_face_nearby AND smoothpc_down_one AND CLOSE<last_HF_value AND last_HF_value >= HHV(Close,close_HF);
{ex_4 := happy_face_nearby and HF_drop;}

exitcondition := NOT WHITE AND (ex_1 OR ex_2 OR ex_3);
entercondition := NOT exitcondition AND WHITE AND en_1 AND (en_2 OR en_3) AND NOT first_HF ;

no_action := NOT (exitcondition OR entercondition);

testexit := exitcondition;
testenter := NOT testexit AND white AND en_1 AND en_2 AND bell_nearby AND NOT big_jump_nearby AND NOT happy_face;

INMKTtst :=
if( earlybar, FALSE,
if( prev  AND testexit, FALSE,   
if( NOT prev  AND testenter,  TRUE,  prev)));

buytst := NOT hist(INMKTtst,1) AND INMKTtst;
selltst := hist(INMKTtst,1) AND NOT INMKTtst;

{[name=en2;linestyle=marker;marker=type1];en_2;
[name=en3;linestyle=marker;marker=type2];en_3;}
{[name=enc;linestyle=marker;marker=type3];entercondition;}

{    ****    ARE WE IN OR OUT OF THE MARKET?     ****    }

INMKT :=
if( earlybar, FALSE,
if( prev  AND exitcondition, FALSE,   
if( NOT prev  AND entercondition,  TRUE,  prev)));

INMKT_s := if (INMKT," - INMKT", " - NOT INMKT");

{    ****    CHANGE FROM INMKT TO NOT INMKT DEFINES BUY/SELL SIGNALS  - LONG SYSTEM    ****    }

buysignal := NOT hist(INMKT,1) AND INMKT;
sellsignal := hist(INMKT,1) AND NOT INMKT;
{[name=bs;linestyle=marker;marker=type1];buysignal;
[name=ss;linestyle=marker;marker=type1];sellsignal;}
bars_since_last_exit := barssince(exitcondition);
bars_since_exit := barssince(NOT exitcondition);

{   ****     CALCULATE NUMBER OF WINS AND LOSSES   ****    }

tomorrowopen := if(lastbar, CLOSE, future (OPEN, 1));
profit :=     if(earlybar,FALSE,tomorrowopen>=valuewhen(1,buysignal,tomorrowopen));
win := profit; loss := NOT profit; 
numwins := if(earlybar,0,if(((lastbar AND INMKT) OR sellsignal) AND win, prev+1, prev));
numlosses := if(earlybar, 0,if(((lastbar AND INMKT) OR sellsignal) AND loss , prev+1, prev));
total_trades := numwins+numlosses;
winratio := if ( total_trades = 0, 0 , (numwins/total_trades)*100 );
RWINR := round(winratio);
{[name=wr;linestyle=text];numwins+"/"+numlosses;close*0.4;}

{   ****     CALCULATE NUMBER OF WINS AND LOSSES - TEST CASE   ****    }

profittst := if(earlybar,FALSE,tomorrowopen>=valuewhen(1,buytst,tomorrowopen));
wintst := profittst; losstst := NOT profittst;
numtstwins := if(earlybar,0,if(((lastbar AND INMKTtst) OR selltst) AND wintst, prev+1, prev));
numtstlosses := if(earlybar, 0,if(((lastbar AND INMKTtst) OR selltst) AND losstst, prev+1, prev));
total_tst_trades := numtstwins+numtstlosses;
wintstratio := if ( total_tst_trades = 0, 0 , (numtstwins/total_tst_trades)*100 );
RWINTSTR := round(wintstratio);

{    ****    CALCULATE LAP / GAP RATIO    ****    }

tomorrowlow := if(lastbar, LOW, future (LOW, 1));
lappy :=  if(earlybar,0,if(entercondition AND tomorrowlow <= CLOSE, prev+1, prev));
gappy := if(earlybar,0,if(entercondition AND tomorrowlow  >  CLOSE, prev+1, prev));
total_lapgap := lappy+gappy;
Rlgr := round(if ( total_lapgap = 0, 0 , (lappy/total_lapgap)*100 ));
{[name=gp;linestyle=marker;marker=type8];entercondition AND tomorrowlow > CLOSE;
[name=lp;linestyle=marker;marker=type9];entercondition AND tomorrowlow <= CLOSE;
[name=lg;linestyle=text];lappy+"/"+gappy+"/"+Rlgr;CLOSE*0.6;}

{   ****     CALCULATE BS SCORE   ****    }

barsback := 50;
lowline := ma(C,13,SIMPLE) - 1*ATR(21);
up712_count := sum(ma(C,7,E)>ma(C,12,E),barsback);
above_lowline_count := sum(C>lowline,barsback);
BS_score := round(((up712_count+above_lowline_count)/(2*barsback))*100,2);

{    ****    DISPLAY ENTRY / EXIT ARROWS IF APPROPRIATE    ****    }

[Name = SAPinlb; Linestyle = marker; color=black;marker = type13;size=large;]; lastbar AND entercondition;
[Name = SAPin; Linestyle = marker; color=black;marker = type13;size=tiny;]; NOT lastbar AND show_all_entries AND entercondition;
[Name = SAPoutlb;linestyle=marker;marker=type14;color=red;size=large];   lastbar AND exitcondition;
[Name = SAPout;linestyle=marker;marker=type14;color=red;size=tiny];   NOT lastbar AND show_all_exits AND exitcondition;
[Name = NO-ACTION;linestyle=marker;marker=type12;color=orange;size=large];   lastbar AND no_action;

[Name = NO-ACTIONt; Linestyle = text; color=blue;font=14;fontstyle=bold;];
if (lastbar, if( iownthis,"  IN PORTFOLIO ("+if(stock_profit_pc>0,"+","")+stock_profit_pc+"%)","  NOT IN PORTFOLIO"),undefined);close;
if (lastbar AND no_action,"  HOLD  "+security.symbol+secindx+INMKT_s,undefined);close*0.9;
[color=green];
if (lastbar AND entercondition, "  BUY "+security.symbol+secindx+INMKT_s,undefined);close*0.9;
[color=red];
if (lastbar AND exitcondition, "  SELL "+security.symbol+secindx+" NOW",undefined);close*0.9;
[color=blue];
if (lastbar,+"  WR:"+RWINR+"% of "+total_trades+" | TWR:"+RWINTSTR+"% of "+total_tst_trades,undefined);close*0.8;
if (lastbar,+"  BS:"+BS_score+" | LGR:"+Rlgr,undefined);close*0.7;
if (lastbar,+"  "+hb+" bars from "+hist(now, hb-1 ),undefined);close*0.6;

[color=green];  if (lastbar {AND NOT USA_stock} AND hist(XJO312UP,1), "  XJO - SYSTEM OPEN", "");CLOSE * 0.5;
[color=red];      if (lastbar {AND NOT USA_stock} AND NOT hist(XJO312UP,1), "  XJO - SYSTEM CLOSED", "");CLOSE * 0.5;
{[color=green];  if (lastbar AND USA_stock AND NAS312UP, "  NASDAQ - SYSTEM OPEN", "");CLOSE * 0.5;
[color=red];      if (lastbar AND USA_stock AND NOT NAS312UP, "  NASDAQ - SYSTEM CLOSED", "");CLOSE * 0.5;
[color=green];  if (lastbar AND USA_stock AND SP500312UP, "  SP500 - SYSTEM OPEN", "");CLOSE * 0.45;
[color=red];      if (lastbar AND USA_stock AND NOT SP500312UP, "  SP500 - SYSTEM CLOSED", "");CLOSE * 0.45;}

{    ****    DISPLAY INDEX TREND CONDITIONS    ****    }

[Name= INDEX UP;linestyle=text;color=blue;fontsize=14;font=bold;textalign=centre,right;]
{if(show_INDICES AND lastbar AND USA_stock, if(NAS312UP, "OK TO ENTER - NASDAQ IN UP TREND FOR LAST "+barssince(NOT NAS312UP)+" BARS","NASDAQ IN DOWN TREND FOR LAST "+barssince(NAS312UP)+" BARS - DO NOT ENTER NEW NASDAQ POSITIONS"),undefined);CLOSE*0.6;
if(show_INDICES AND lastbar AND USA_stock, if(SP500312UP, "OK TO ENTER - SP4500 IN UP TREND FOR LAST "+barssince(NOT SP500312UP)+" BARS","SP500 IN DOWN TREND FOR LAST "+barssince(SP500312UP)+" BARS - DO NOT ENTER NEW SP500 POSITIONS"),undefined);CLOSE*0.5;}
if(show_INDICES AND lastbar {AND NOT USA_stock}, if(XJO312UP ,"OK TO ENTER - XJO IN UP TREND FOR LAST "+barssince(NOT XJO312UP)+" BARS","XJO IN DOWN TREND FOR LAST"+barssince(XJO312UP)+" BARS - DO NOT ENTER NEW XJO POSITIONS"),undefined);CLOSE*0.4;
if(lastbar AND exitcondition AND show_INDICES,"LAST "+bars_since_exit+" BARS OF "+security.symbol+" SAY EXIT - SELL IMMEDIATELY IF HELD",undefined);CLOSE*0.3;
if(lastbar AND entercondition AND show_INDICES,security.symbol+" - OK TO BUY - OR HOLD IF HELD",undefined);CLOSE*0.3;
if(lastbar AND no_action AND show_INDICES,security.symbol+" - DO NOTHING - OK TO HOLD IF HELD",undefined);CLOSE*0.3;

{    ****    DISPLAY ROC UP TICK BELL    ****    }

[name=ROCu;linestyle=marker;marker=type24;size=tiny;position=below;]show_bells AND bell_nearby;

{    ****    DISPLAY ENTRY AND EXIT ARROWS     ****   }

[Name = EXIT;linestyle=marker;marker=type14;;visible=true;size=tiny;];show_syst AND exitcondition AND hist(INMKT,1);        
[Name = ENTER; Linestyle = marker;marker = type13;size=tiny;];show_syst AND  buysignal OR(  lastbar AND entercondition AND (NOT hist(INMKT,1)));
[Name = P; Linestyle = marker;marker = type15;size=tiny;]; show_syst AND (sellsignal OR (lastbar AND INMKT)) AND profit;
[Name = L; Linestyle = marker;marker = type20;size=tiny;]; show_syst AND (sellsignal OR (lastbar AND INMKT)) AND loss;
[Name = HF; Linestyle = marker;marker = type21;size=tiny;]; show_happy_face AND happy_face;

{    ****    DISPLAY TEST ARROWS    ****    }

[Name = tstin; Linestyle = marker; color=green;marker = type13;size=tiny;visible=false]; show_test AND testenter;
[Name = tstout;linestyle=marker;marker=type14;color=green;size=tiny;visible=false];   show_test AND testexit;
[Name = EXITtst;linestyle=marker;marker=type14;color=green;visible=true;size=tiny;];show_test AND testexit AND hist(INMKTtst,1);        
[Name = ENTERtst; Linestyle = marker;marker = type13;color=green;size=tiny;];show_test AND (buytst OR(  lastbar AND testenter AND (NOT hist(INMKTtst,1))));
[Name = Ptst; Linestyle = marker;marker = type15;color=green;size=tiny;]; show_test AND (selltst OR (lastbar AND INMKTtst)) AND wintst;
[Name = Ltst; Linestyle = marker;marker = type20;color=green;size=tiny;]; show_test AND (selltst OR (lastbar AND INMKTtst)) AND losstst;