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Daily High Low Breakout System



//www.aflcode.com
_SECTION_BEGIN( "daily high low breakout" );
TimeFrameSet(inDaily);
P = Ref((L + H + C),-1)/3;
"        PPd:\t "+ P;
H1=Ref(H,-1);
"        PPd:\t "+ H1;
H2=Ref(H,-2);
"        PPd:\t "+ H2;
H3=Ref(H,-3);
"        PPd:\t "+ H3;
L1=Ref(L,-1);
"        PPd:\t "+ L1;
L2=Ref(L,-2);
"        PPd:\t "+ L2;
L3=Ref(L,-3);
"        PPd:\t "+ L3;
H= ( H1 +H2  + H3 )/3;
L= ( L1 +L2  + L3 )/3;
TimeFrameRestore();
Plot( TimeFrameExpand(P,inDaily,expandFirst),"",colorYellow,styleDashed);
Plot( TimeFrameExpand(( H1 +H2  + H3 )/3,inDaily,expandFirst),"",colorBlue,styleStaircase);
Plot( TimeFrameExpand(( L1 +L2  + L3 )/3,inDaily,expandFirst),"",colorRed,styleStaircase);
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", IIf(C> TimeFrameExpand(( H1 +H2  + H3 )/3,inDaily,expandFirst),colorBrightGreen,IIf(C<TimeFrameExpand(( L1 +L2  + L3 )/3,inDaily,expandFirst),colorRed,colorWhite  )   ) , styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();
_SECTION_BEGIN("stoploss");
NewDay = Day()!= Ref(Day(), -1);
nn = StrToNum(ParamList("Days", "1|2|3|4", 1));
DH = HHV( H,NewDay);
DL =  LLV(L,NewDay);
DP=MA((DH+DL+C)/3,3)  ;
Plot(DP,"DP",colorPink,styleDashed,0,0,1);
_SECTION_END();

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