We have not been able to modify the following formula in order to optimize the multiplier factor (k) and the period (n). Can anyone help us to modify this formula so that it will optimize both factors?
_SECTION_BEGIN("ATR Trading System"); /*Writed & composed by Tudor Marcelin - Art Invest*/ k=1.5; /* multiplication factor*/ n=10; /*period*/ f=ATR(n); R[0] = Close[0]; S[0] = C[0]; for( i = 11; i < BarCount; i++ ) { R[i]=R[i-1]; S[i]=S[i-1]; if ( C[i-1] >R[i-1] ) { r[i] = C[i-1]+k*f[i-1]; s[i]= C[i-1]-k*f[i-1]; } if ( C[i-1] <S[i-1] ) { r[i] = C[i-1]+k*f[i-1]; s[i]= C[i-1]-k*f[i-1]; } Buy=Close>R; Sell=Close<S; Cump=IIf(Close>R,1,0); Vanz=IIf(Close<S,1,0); } Plot(Close,"Close",colorBlack,styleCandle); Plot(R, "Rez:",colorGreen,styleDots|styleNoLine); Plot(S, "Sup:",colorRed,styleDots|styleNoLine); Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive shape = Buy * shapeUpArrow + Sell * shapeDownArrow; fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow; PlotShapes( fig, IIf( Cump, colorPaleGreen , colorPink), 0, IIf( Cump, Low-1, High+1)); //Pentru a vizualiza semnalele consecutive eliminate de ExRem PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low- 1, High+1)); AlertIf( Buy, "", "Experiment", 1 ); AlertIf( Sell, "", "Experiment",2); GraphXSpace = 3; _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi % g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); //Title=EncodeColor(colorBlue)+"Experiment"+EncodeColor(colorBlack) + " Open:"+O+" High:"+H+" Low:"+L+" Close:"+C+EncodeColor(colorGreen) +" Rez:"+R+EncodeColor(colorRed)+" Sup:"+S+EncodeColor(colorBlue)+ //" \nDate: "+EncodeColor(colorRed)+Date(); _SECTION_END(); Thanks for your assistance, Lou Rink and Blair LittleJohn