var FASTLIMIT, SLOWLIMIT, SMOOTH, DETRENDER, I1, Q1, JI, JQ, I2, Q2, RE, IM, X, PERIOD, SMOOTHPERIOD, PHASE, DELTAPHASE, ALPHA, MAMA, FAMA, PRICE, PRICE1, PRICE2, PRICE3, SMOOTH2, SMOOTH4, SMOOTH6, PERIOD1, DETRENDER2, DETRENDER3, DETRENDER4, DETRENDER6, I12, I14, I16, Q12, Q14, Q16, I21, Q21, RE1, IM1, ATVALUE, PHASE1, MAMA1, FAMA1: float;
var WAGER, PRICESERIES, SMOOTHSERIES, PERIODSERIES, DETRENDERSERIES, PHASESERIES, MAMASERIES, FAMASERIES, I1SERIES, Q1SERIES, I2SERIES, Q2SERIES, RESERIES, IMSERIES, BAR: integer;
fastLimit := 0.4;
slowLimit := 0.05;

wager := 5000;
priceSeries := addSeries(#high, #low);
priceSeries := divideSeriesValue(priceSeries,2);

smooth := 0.0;
detrender := 0.0;
i1 := 0.0;
q1 := 0.0;
ji := 0.0;
jq := 0.0;
i2 := 0.0;
q2 := 0.0;
re := 0.0;
im := 0.0;
x := 0.0;
period := 0.0;
smoothPeriod := 0.0;
phase := 0.0;
deltaPhase := 0.0;
alpha := 0.0;
mama := 0.0;
fama := 0.0;

smoothSeries := createSeries();
periodSeries := createSeries();
detrenderSeries := createSeries();
phaseSeries := createSeries();
mamaSeries := createSeries();
famaSeries := createSeries();
i1Series := createSeries();
q1Series := createSeries();
i2Series := createSeries();
q2Series := createSeries();
reSeries := createSeries();
imSeries := createSeries();

for Bar := 6 to BarCount() - 1 do begin
        price := getSeriesValue(bar, priceSeries); 
        price1 := getSeriesValue(bar-1, priceSeries); 
        price2 := getSeriesValue(bar-2, priceSeries); 
        price3 := getSeriesValue(bar-3, priceSeries); 
	smooth := (4*price + 3*price1 + 2*price2 + (price3/010));
        setSeriesValue(bar, smoothSeries, smooth);
        smooth := getSeriesValue(bar, smoothSeries);
        smooth2 := getSeriesValue(bar-2, smoothSeries);
        smooth4 := getSeriesValue(bar-4, smoothSeries);
        smooth6 := getSeriesValue(bar-6, smoothSeries);
        period1 := getSeriesValue(bar-1, periodSeries);
	detrender := (0.0962*smooth + 0.5769*smooth2 - 0.5769*smooth4 - 0.0962*smooth6)
		* (0.075*period1 + 0.54);
        setSeriesValue(bar, detrenderSeries, detrender);
        detrender := getSeriesValue(bar, detrenderSeries);
        detrender2 := getSeriesValue(bar-2, detrenderSeries);
        detrender3 := getSeriesValue(bar-3, detrenderSeries);
        detrender4 := getSeriesValue(bar-4, detrenderSeries);
        detrender6 := getSeriesValue(bar-6, detrenderSeries);
        period1 := getSeriesValue(bar-1, periodSeries);
        
	q1 := (0.0962*detrender + 0.5769*detrender2 - 
		0.5769*detrender4 - 0.0962*detrender6)*(0.075*period1 + 0.54);
	i1 := detrender3;
        setSeriesValue(bar, i1Series, i1);
        setSeriesValue(bar, q1Series, q1);
        i1 := getSeriesValue(bar, i1Series);
        i12 := getSeriesValue(bar-2, i1Series);
        i14 := getSeriesValue(bar-4, i1Series);
        i16 := getSeriesValue(bar-6, i1Series);
       
        q1 := getSeriesValue(bar, q1Series);
        q12 := getSeriesValue(bar-2, q1Series);
        q14 := getSeriesValue(bar-4, q1Series);
        q16 := getSeriesValue(bar-6, q1Series);

        period1 := getSeriesValue(bar-1, periodSeries);

	ji := (0.0962*i1 + 0.5769*i12 - 0.5769*i14 -
		0.0962*i16)*(0.075*period1 + 0.54);
	jq := (0.0962*q1 + 0.5769*q12 - 0.5769*q14 -
		0.0962*q16)*(0.075*period1 + 0.54);

	i2 := i1 - jq;
	q2 := q1 + ji;

        setSeriesValue(bar, i2Series, i2);
        setSeriesValue(bar, q2Series, q2);

        i2 := getSeriesValue(bar, i2Series);
        i21 := getSeriesValue(bar-1, i2Series);

        q2 := getSeriesValue(bar, q2Series);
        q21 := getSeriesValue(bar-1, q2Series);

	i2 := 0.2*i2 + 0.8*i21;
	q2 := 0.2*q2 + 0.8*q21;

	re := i2*i21 + q2*q21;
	im := i2*q21 - q2*i21;

        setSeriesValue(bar, reSeries, re);
        setSeriesValue(bar, imSeries, im); 
end;

for Bar := 6 to BarCount() - 1 do begin

        re := getSeriesValue(bar, reSeries);
        re1 := getSeriesValue(bar-1, reSeries);

        im := getSeriesValue(bar, imSeries);
        im1 := getSeriesValue(bar-1, imSeries);

        period1 := getSeriesValue(bar-1, periodSeries);

	re := 0.2*re + 0.8*re1;
	im := 0.2*im + 0.8*im1;
        setSeriesValue(bar, reSeries, re);
        setSeriesValue(bar, imSeries, im);

	if (im <> 0) and (re <> 0) then begin
           x := (im / re);
           atValue := ArcTan(x);
           {if bar > barCount() - 10 then print (FloatToStr(x) + ' ' + FloatToStr(atValue));}
           period := 360 / atValue;
        end;
	if period > 1.5*period1 then period := 1.5*period1;
	if period < 0.67*period1 then period := 0.67*period1;
	if period < 6.0 then period := 6.0;
	if period > 50.0 then period := 50.0;
	period := 0.2*period + 0.8*period1;
        setSeriesValue(bar, periodSeries, period);

        i1 := getSeriesValue(bar-1, i1Series);
        q1 := getSeriesValue(bar-1, q1Series);
	if i1 <> 0 then phase := arctan(q1/i1);
        setSeriesValue(bar, phaseSeries, phase);

        phase := getSeriesValue(bar, phaseSeries);
        phase1 := getSeriesValue(bar-1, phaseSeries);
        price := getSeriesValue(bar, priceSeries);
	deltaphase := phase1 - phase;
	if deltaphase < 1.0 then deltaphase := 1.0;
	alpha := fastlimit / deltaphase;
	if alpha < slowlimit then alpha := slowlimit;
	if alpha > fastlimit then alpha := fastlimit;
        
        mama1 := getSeriesValue(bar-1, mamaSeries);
        fama1 := getSeriesValue(bar-1, famaSeries);
	mama := alpha*price + (1 - alpha)*mama1;
        setSeriesValue(bar, mamaSeries, mama);
	fama := 0.5*alpha*mama + (1 - 0.5*alpha)*fama1;
        setSeriesValue(bar, famaSeries, fama);
        print (floatToStr(fama)); 
end;

PlotSeries( famaSeries, 0, #Blue, 0 ); 
PlotSeries( mamaSeries, 0, #fuchsia, 0 ); 

{ Trading Rules }

for Bar := 7 to BarCount() - 1 do begin
   mama := getSeriesValue(bar, mamaSeries);
   mama1 := getSeriesValue(bar-1, mamaSeries);
   fama := getSeriesValue(bar, famaSeries);
   fama1 := getSeriesValue(bar-1, famaSeries);
   if (mama >= fama)
   and (mama1 < fama1) then begin
      if LastPositionActive( ) then begin
         CoverAtMarket(Bar + 1, LastPosition( ), 'ShortExit');
      end;
      {buyAtMarket(Bar + 1,);}
   end;
   if (mama < fama)
   and (mama1 >= fama1) then begin
      if LastPositionActive( ) then begin
         SellAtMarket(Bar + 1, LastPosition( ), 'LongExit');
      end;
shortAtMarket(Bar + 1,  '');
   end;

end;