_SECTION_BEGIN("SHIVSHAMBHU+ROC 1.1");
_SECTION_BEGIN
("jayeshbhai 1.1 + Roc"); 
OptimizerSetEngine("cmae"); 

SetChartOptions(0,chartShowArrows|chartShowDates); 

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}}Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); 
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

SetBarsRequired(sbrAll,sbrAll); 

xx =Cum(1); 
//nbar =Optimize("NBar",Param("nbar",5,2,400,1),2,400,1); 
nbar =Optimize("nbar",Param("nbar",10,5,2000,1),5,2000,1); 
//FB[0] = 0.28;FB[1] = 0.28; FB[2] = 0.38; FB[3] = 0.50; FB[4] = 0.61; FB[5] = 1; FB[6] =1.61; FB[7] = 2.61; FB[8] = 4.23; 
FibNum = Optimize("FBindex",Param("FBindex",0.56,0.10,0.50,0.01),0.10,0.50,0.01); 
//FibNum =FB[FBindex]; 
F=Optimize("F",Param("F",15,5,50,1),5,50,1);

// define fractals 
PHigh = C > Ref(HHV(C,nbar),-1) AND Ref(HHV(C,nbar),0) <= C; 
PHighPrice =ValueWhen(PHigh,C); 
PLow = C < Ref(LLV(C,nbar),-1) AND Ref(LLV(C,nbar),0) >= C; 
PLowPrice = ValueWhen(PLow,C); 
PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10); 
PlotShapes(shapeSmallCircle*PHigh,colorRed,0,H,10); 
R = PHighPrice - PLowPrice; 
// range 
//R4 = PHighPrice-(R *0.11 ); 
//S4 = PLowPrice +(R *0.11); 
R4 = PHighPrice -(R * FibNum ); 
S4 = PLowPrice + (R * FibNum ); 
BSL= PLowPrice; 
SSL= PHighPrice; 


Plot(R4, "",colorOrange,styleStaircase); 
Plot(S4, "",colorGreen,styleStaircase); 
Plot(SSL, "",colorAqua,styleStaircase); 
Plot(BSL, "",colorAqua,styleStaircase); 

//Buy = Cover = Cross(C, S4); 
//Sell = Short = Cross(R4, C); 
BuyFlag_ = False; 
SellFlag =False; 
BuyFlag = False; 
temp1 =True; 
temp2= True; 
FinalSell =False; 
FinalBuy = False; 

for
(i=1 ; i < BarCount ; i++){ 
if(PHigh[i]){ 
SellFlag =True; 
BuyFlag = False; 
} 
if(SellFlag){ 
if( (C[i-1] > R4[i-1] AND C[i] < R4[i]) AND temp1 ) { 
SellFlag=False;
FinalSell[i]=True;
temp2=True; 
temp1=False; 
}
} 
if(temp2){ 
if( C[i] > PHighPrice[i-1] ){ 
FinalBuy[i]=True; 
temp2=False;
temp1=True;
} 
} 
if(PLow[i]){ 
BuyFlag = True; 
SellFlag =False; 
} 
if(BuyFlag){ 
if( (C[i-1] < S4[i-1] AND C[i] > S4[i]) AND temp2 ){ 
BuyFlag=False; 
BuyFlag_=True; 
FinalBuy[i]=True; 
temp2=False; 
temp1=True; 
} 
} 
if(temp1){ 
if( C[i] < PLowPrice[i-1] ){ 
FinalSell[i]=True;
temp2=True; 
temp1=False; 
} 
} 



} 
test1Flag = False;
test2Flag = False;
test1Flag_ = False;
test2Flag_ = False;
JackPotSell = False;
JackPotBuy = False;
JackPotCover = False;
JackPotShort = False;
t1 = False;
t2 = False;
t3 = False;
t4 = False;
t5 = False;
R = ROC(Close,F);

for
(i=1 ; i < BarCount ; i++){ 
if((FinalBuy[i])){
if(t5){
JackPotCover[i]= True;
t5 =False;
}
t1 = True;
}
if(R[i] > 0 ){
if(t1){
JackpotBuy[i] = True;
t3 = True;
t1= False;
}
}
if((FinalSell[i])){
if(t3){
JackPotSell[i]= True;
t3 =False;
}
t4 = True;
}
if(R[i] < 0 ){
if(t4){
JackPotShort[i] = True;
t5 = True;
t4= False;
}
}
}
Buy= JackPotBuy;
Sell= JackPotSell;
Short= JackPotShort;
Cover= JackPotCover;
/*Buy = FinalBuy AND ROC(Close,10)>0; 
Sell= FinalBuy AND ROC(Close,10)<0 OR FinalSell AND ROC(Close,10)>0; 
Short= FinalSell AND ROC(Close,10)<0; 
Cover= FinalSell AND ROC(Close,10)>0 OR FinalBuy AND ROC(Close,10)<0; 
*/
// plot arrows 
shape = Buy * shapeUpArrow + Short * shapeDownArrow; 
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) ); 
shape11 = Cover * shapeUpTriangle+ Sell * shapeDownTriangle;
//PlotShapes( shape11, IIf( Cover , colorGreen, colorRed ), 0, IIf( Cover , Low, High ) ); 
//PlotShapes(shapeSmallCircle*PLow,colorGreen,0,L,-10); 
PlotShapes(shape11 ,IIf( Cover , colorGreen, colorRed ),0,IIf( Cover , Low, High ),-20);
_SECTION_END
();
_SECTION_END();