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Minor update to the Holy Grail Long system:
======================
Holy Grail Long system
======================
---8<--------------------------
{ Holy Grail Long system signals v787.7 }
{ Enter Long = +1, Exit Long = -1 }
{ ©Copyright 2004 Jose Silva }
{ http://users.bigpond.com/prominex/pegasus.htm }
pds:=Input("Avg trade periods",1,252,21);
delay:=Input("Entry and Exit delay",0,5,0);
plot:=Input("plot: [1] entry/exit signals, [2] trade binary",1,2,1);
FibSeriesSum:
=1+1/1+1/2+1/3+1/5+1/8+1/13+1/21+1/34+1/55+1/89+1/144+1/233+1/377+1/61
0;
x:=Frac(FibSeriesSum+LastValue(ValueWhen(1,C<Ref(ValueWhen(1,Cos(1.
375)>Cos(FibSeriesSum),C),pds)*Sin(71.286),C)+PREV-PREV)-FibSeriesSum)
;
In:=
x>ValueWhen(2,Sin(1.375)<Sin(FibSeriesSum),x);
Out:=BarsSince(in)=pds;
Init:=Cum(In+Out>-1)=1;
InInit:=Cum(In)=1;
flag:=Ref(BarsSince(Init OR In)
< BarsSince(Init OR Out)+InInit,-delay);
In1:=Cum(Cum(In))=1;
Out1:=Cum(Cum(Out))=1;
signals:=(InInit AND Alert(InInit=0,2)
OR flag AND Alert(flag=0,2))
+-(flag=0 AND Alert(flag,2));
odd:=Cum(1)/2=Int(Cum(1)/2);
Ref(If(plot=1,In1,0),-delay);
-(plot=1 AND Ref(Out1 AND BarsSince(In1)
>=BarsSince(Out1),-delay));
If(plot=1,0,If(odd,flag,0));
If(plot=1,signals,flag)
---8<--------------------------
jose '-)
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