{********************************************************
Non-decimated Haar Wavelet Slope signal
Copyright (c) Trade Smart Research Group 2002
Notes: The math is based on Multiresolution Analysis of Time Series
www.multiresolutions.com
********************************************************}
Inputs: EntryScale(6), {scale Wavelet for an input(entrance)}
ExitScale(5); {scale вейвлета for an output(exit)}
vars: Lookback(0), Scales(0), EntryWL(0), ExitWL(0), Count(0);
Array: ArrayPrice[511](0);
defineDLLFunc: "tswvl.DLL", FLOAT, "RUNWVL",LPFLOAT,int,float; { definition dll }
defineDLLFunc: "tswvl.DLL", FLOAT, "GETALLVALUES",int,int;
Scales = maxlist(EntryScale, ExitScale);
lookback = power(2, Scales);
for count = 0 to lookback-1 begin
ArrayPrice[count] = Close[count];
end;
Value1 = RUNWVL(&ArrayPrice[0],Scales, 0); {call dll function}
EntryWL = GetAllValues(3,EntryScale);
ExitWL = GetAllValues(3,ExitScale);
Condition1 = EntryWL > EntryWL[1];
Condition2 = ExitWL > ExitWL[1];
If Condition1 = True and Condition2 = True Then
Buy("Slope.LE") at close;
If Condition1 = False and Condition2 = False Then
Sell("Slope.SE") at close;
If Condition2 = False Then
ExitLong("Slope.LX") at close;
If Condition2 = True Then
ExitShort("Slope.SX") at close;
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