Codice GMPM Weekly range1 = HIGH[1] - LOW[1] IF CLOSE[1] > OPEN[1] THEN phigh =(range1 + HIGH[1] + CLOSE[1]) / 2 plow = (high[1] + CLOSE[1] - range1) / 2 REM plow = (LOW[1] + CLOSE[1]) / 2 ELSIF CLOSE[1] < OPEN[1] THEN phigh = (range1 + CLOSE[1] + low[1]) / 2 plow = LOW[1] - (HIGH[1] - CLOSE[1]) / 2 ELSE phigh = CLOSE[1] + (HIGH [1] - LOW[1]) / 2 plow = CLOSE[1] - (HIGH[1] - LOW[1]) / 2 ENDIF var = abs((close[1] - close[2])/close[2]) if var > 0.036 then if close[1] > open[1] then corr1 = (high[1]-close[1])/high[1] r1 = phigh*(1-corr1) corr2 = (open[1]-low[1])/low[1] s1=plow*(1+corr2) elsif close[1] < open[1] then corr1 = (high[1]-open[1])/high[1] r1 = phigh*(1-corr1) corr2 = (close[1]-low[1])/low[1] s1=plow*(1+corr2) else r1 = phigh REM s1=plow corr2 = (close[1]-low[1])/low[1] s1=plow*(1+corr2) endif else r1 = phigh s1 = plow endif max1 = r1 min1= s1 range1 = abs(high[1]-low[1])/open[1] REM DAILY if range1 > 0.05 then REM if range1 > 0.04 then REM DAILY corr1 = (1-range1/3) REM WEEKLY REM corr1 = (1-range1/5) r1 = phigh*corr1 REM DAILY corr2 = (1+range1/3) REM WEEKLY REM corr2 = (1+range1/5) s1=plow*corr2 else corr1 = (1-range1/6) r1 = phigh*corr1 corr2 = (1+range1/6) s1=plow*corr2 endif max2 = r1 min2 = s1 gmpm1 = MAX(MAX(max1,max2),MAX(min1,min2)) aa= max1-gmpm1 bb=min1-gmpm1 cc=max2-gmpm1 dd=min2-gmpm1 if aa>=0 then max1=0 elsif bb>=0 then min1=0 elsif cc>=0 then max2=0 elsif dd>=0 then min2=0 endif gmpm2 = MAX(MAX(max1,max2),MAX(min1,min2)) aa= max1-gmpm2 bb=min1-gmpm2 cc=max2-gmpm2 dd=min2-gmpm2 if aa>=0 then max1=0 elsif bb>=0 then min1=0 elsif cc>=0 then max2=0 elsif dd>=0 then min2=0 endif gmpm3 = MAX(MAX(max1,max2),MAX(min1,min2)) aa= max1-gmpm3 bb=min1-gmpm3 cc=max2-gmpm3 dd=min2-gmpm3 if aa>=0 then max1=0 elsif bb>=0 then min1=0 elsif cc>=0 then max2=0 elsif dd>=0 then min2=0 endif gmpm4 = MAX(MAX(max1,max2),MAX(min1,min2)) avemax = (gmpm1+gmpm2)/2 avemin=(gmpm3+gmpm4)/2 return gmpm1, gmpm2, gmpm3, gmpm4,avemax, avemin gmpm1 = massima estensione del massimo gmpm2 = massimo gmpm3 = minimo gmpm4 = massima estensione del minimo avemax = stima pił probabile del massimo avemin = stima pił probabile del minimo