//=================================================================================

//Entry and Exit Signals

//=================================================================================

LESetup = OptFilt AND IndexUp AND UniverseFilter AND HDBFilter AND NOT OnSecondLastBarOfDelistedSecurity

AND H > Ref(HHV(H,20),-1)

AND ROC(C,20) > 30

;



LE = Ref(LESetup,-1);			

LEPrice = O;			



LExSetup = 0;

LEx = Ref(LExSetup,-1) OR OnLastTwoBarsOfDelistedSecurity;



up = 40;

down = 10;

LTS = IIf(IndexFilterUp,H*(1-(up/100)),H*(1-(down/100)));			



//=================================================================================

//Looping

//=================================================================================

Buy 			= 0;	

Sell 			= 0; 								

PriceAtBuy 		= 0;	

LBIT 			= 0;	

LStop			= Null; 

//=================================================================================

for (j = 1; j < BarCount; j++)														

{													

	if (PriceAtBuy==0 AND LE[j]) 	

	{												

	 Buy[j] = True;										

	 PriceAtBuy = LEPrice[j];						

	 BuyPrice[j] = LEPrice[j];						

	 LStop[j-1] = LTS[j-1];

	 LStop[j] = Max(LTS[j-1],LTS[j]);  

	 LBIT[j] = 1;									



		if (LBIT[j]>1 AND LEx[j])			 						

		{											

		 Sell[j] = True;									

		 SellPrice[j] = Open[j];						

		 PriceAtBuy = 0;										

		}

		if (LBIT[j]>1 AND Close[j-1] < LStop[j-1])			 						

		{											

		 Sell[j] = True;									

		 SellPrice[j] = Open[j];						

		 PriceAtBuy = 0;										

		}

	}												

	

	else																												

	if (PriceAtBuy > 0)													 

	{												

	 LBIT[j] = LBIT[j-1]+1;							



		if (LBIT[j]>1)									

		{											

		 LStop[j] = Max(LStop[j-1],LTS[j]);	

		}											

		

		if (LBIT[j]>1 AND LEx[j])			 						

		{											

		 Sell[j] = True;									

		 SellPrice[j] = Open[j];						

		 PriceAtBuy = 0;										

		}

		if (LBIT[j]>1 AND Close[j-1] < LStop[j-1])									  

		{											

		 Sell[j] = True;									

		 SellPrice[j] = Open[j];						

		 PriceAtBuy = 0;									

		}		

							

	}												

}	



//Rank = 1000 + ROC(C,20);

//PositionScore = Ref(Rank,-1);