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{\colortbl;\red255\green255\blue255;}
\paperw11900\paperh16840\margl1440\margr1440\vieww21680\viewh23800\viewkind0
\deftab720
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input length = 5;\
input filterOutSignalsBelow = 6;\
\
def VarP = round(length / 5);\
def VarA = Highest(high, VarP) - Lowest(low, VarP);\
def VarR1 = if VarA == 0 and VarP == 1 then AbsValue(close - close[VarP]) else VarA;\
def VarB = Highest(high, VarP)[VarP + 1] - Lowest(low, VarP)[VarP];\
def VarR2 = If VarB == 0 and VarP == 1 then AbsValue(close[VarP] - close[VarP * 2]) else VarB;\
def VarC = Highest(high, VarP)[VarP * 2] - Lowest(low, VarP)[VarP * 2];\
def VarR3 = If VarC == 0 and VarP == 1 then AbsValue(close[VarP * 2] - close[VarP * 3]) else VarC;\
def VarD = Highest(high, VarP)[VarP * 3] - Lowest(low, VarP)[VarP * 3];\
def VarR4 =\
If VarD == 0 and VarP == 1 then AbsValue(close[VarP * 3] - close[VarP * 4]) else VarD;\
def VarE = Highest(high, VarP)[VarP * 4] - Lowest(low, VarP)[VarP * 4];\
def VarR5 = If VarE == 0 and VarP == 1 then AbsValue(close[VarP * 4] - close[VarP * 5]) else VarE;\
def LRange = ((VarR1 + VarR2 + VarR3 + VarR4 + VarR5) / 5) * 0.2;\
\
def Var0 = if AbsValue(close - close[1]) > (high - low) then AbsValue(close - close[1]) else (high - low);\
def LRange2 = if high == low then Average(AbsValue(close - close[1]), 5) * 0.2 else Average(Var0, 5) * 0.2;\
\
def range = high + low;\
def delta = high - low;\
def median = range / 2;\
def floatingAxis = Average(median, length);\
def dynamicVolatilityUnit = if length <= 7 then LRange2 else LRange;\
def relativeHigh = (high - floatingAxis) / dynamicVolatilityUnit;\
def relativeLow = (low - floatingAxis) / dynamicVolatilityUnit;\
def relativeOpen = (open - floatingAxis) / dynamicVolatilityUnit;\
def relativeClose = (close - floatingAxis) / dynamicVolatilityUnit;\
\
def h = relativeHigh;\
def l = relativeLow;\
\
def sellDivergence = if high > high[1] and relativeHigh < relativeHigh[1] and relativeHigh[1] > filterOutSignalsBelow then 1 else 0;\
def buyDivergence = if low < low[1] and relativeLow > relativeLow[1] and relativeLow[1] < -filterOutSignalsBelow then 1 else 0;\
\
def hiddenDivergenceUp = if low > low[1] and relativeLow < relativeLow[1] then 1 else 0;\
def hiddenDivergenceDown = if high < high[1] and relativeHigh > relativeHigh[1] then 1 else 0;\
\
plot upArrow = if buyDivergence then low else double.nan;\
upArrow.SetPaintingStrategy(paintingStrategy.BOOLEAN_ARROW_UP);\
upArrow.SetDefaultColor(color.white);\
upArrow.SetLineWeight(3);\
\
plot downArrow = if sellDivergence then high else double.nan;\
downArrow.SetPaintingStrategy(paintingStrategy.BOOLEAN_ARROW_DOWN);\
downArrow.SetDefaultColor(color.white);\
downArrow.SetLineWeight(3);\
\
plot continuationDown = if hiddenDivergenceDown then high else double.nan;\
continuationDown.SetPaintingStrategy(paintingStrategy.BOOLEAN_ARROW_DOWN);\
continuationDown.SetDefaultColor(color.white);\
continuationDown.SetLineWeight(1);\
continuationDown.hide();\
\
plot continuationUp = if hiddenDivergenceUp then low else double.nan;\
continuationUp.SetPaintingStrategy(paintingStrategy.BOOLEAN_ARROW_UP);\
continuationUp.SetDefaultColor(color.white);\
continuationUp.SetLineWeight(1);\
continuationUp.hide();}