SetTradeDelays(0 ,0 ,0 ,0 ); 
 
HV = 100* StDev(log(C/Ref(C,-1)),100)*sqrt(252);
SetForeign("SP-500");
VolSP = MA(V*C,65);
RestorePriceArrays();
 
xvolFilter = 3/1000; 
reqs = MA(C * V,20) > (volSP*xvolFilter);
 
BuyHR =
reqs AND
C > MA(C, 200 ) AND C < MA(C,20) AND
RSI(2) < 5 AND
(ROC(C, 5) < -15 OR ROC(C, 2) < - 15/2) AND
ADX(10) > 20 AND
HV > 20 AND
C>50
;
 
Lmt = 8;
PriceTrigger = Ref(C, -1) * (1 - Lmt/100);
Trigger = L < PriceTrigger ;
bp = Min(O, PriceTrigger );
BuyReal = Ref(BuyHR , -1) AND L < PriceTrigger ;
 
Buy = BuyReal;
BuyPrice = bp ;
 
////////////////////////////////////////////////////////////////////////////////
// Sell Rules
Sell = RSI(2) > 70 AND (BarsSince(Buy) > 0);;
SellPrice = O;
 
/////////////////////////////////////////
Sell = ExRem(Sell, Buy);
InPos = Flip(Buy, Sell);
 
Filter = ((BuyHR OR INPos) OR Sell ) ;
 
PriceTrigger2 = Ref(C, 0) * (1 - Lmt/100);
action = IIf(Sell, -1, IIf(InPos, 0, IIf(BuyHR, PriceTrigger2, -2)));
 
AddColumn(action,"Buy(Gr); Hold(Yellow); Sell(Red)",1.2,colorDefault,IIf(action > 0, colorGreen, IIf(action==0, colorYellow, colorRed))); 
 
AddColumn(C,"Close",6.2);
AddColumn(HV ,"HV100",6.1);
AddColumn(1000*MA(C * V,20)/volSP, "LF", 2.2);