/* 20 day
This is a scan for triangles using highest high and lowest low over a chosen
period, then next high over a chosen period after these HHV and LLV. Then the
order of the highs and lows are to be in alternate order. This will pick up
ascending, descending and eqaul triangles. Variable d1 is the number of days to
search for the last highest high, and d2 is the gap after this HH to start
searching for the next HH after the first. Similarly for the lowest lows
The variables w? represent the highs, and z? are the lows.
Graham Kavanagh*/

Filter=Close>1;
d1=20;
d2=4;

z1=HHV(High,d1);
za1=HHVBars(High,d1);
zb1=za1-d2;
z2=HHV(High,zb1);
za2=HHVBars(High,zb1);
w1=LLV(Low,d1);
wa1=LLVBars(Low,d1);
wb1=wa1-d2;
w2=LLV(Low,wb1);
wa2=LLVBars(Low,wb1);

aa1=LastValue(High);
aa2=LastValue(Low);




Buy= ((z1>=z2 AND w2>w1) OR(z1>z2 AND w2>=w1)) AND za1>za2 AND wa1>wa2 AND
((za1>wa1 AND wa1>za2 AND za2>wa2) OR (wa1>za1 AND za1>wa2 AND wa2>za2)) AND
aa1<z2 AND aa2>w2 AND Ref(Volume,-za1) > MA(Volume,d2) AND
Ref(MA(Close,d1),-za1) > Ref(MA(Close,d1),-2*za1) AND MA(Close,d1) >
Ref(MA(Close,d1),-2*za1); 


NumColumns = 8;

Column0 = z1;
Column1 = z2;
Column2 = w1;
Column3 = w2;
Column4 = za1;
Column5 = za2;
Column6 = wa1;
Column7 = wa2;