gistfile1.txt

//@version=4
strategy("MM_Trend_Test", overlay=true)

start = input(0.02)
increment = input(0.02)
maximum = input(0.2)

psar = sar(start, increment, maximum)
plot(psar, title="SAR", linewidth=1, style=6, color=color.white)

conversionPeriods = input(9, minval=1, title="Conversion Line Periods"),
basePeriods = input(26, minval=1, title="Base Line Periods")
laggingSpan2Periods = input(52, minval=1, title="Lagging Span 2 Periods"),
displacement = input(1, minval=1, title="Displacement")

donchian(len) => avg(lowest(len), highest(len))

conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)


plot(conversionLine, color=#0496ff, title="Conversion Line")
plot(baseLine, color=#991515, title="Base Line")
plot(close, offset = -displacement, color=#459915, title="Lagging Span")

p1 = plot(leadLine1, offset = displacement, color=color.green,
 title="Lead 1")
p2 = plot(leadLine2, offset = displacement, color=color.red, 
 title="Lead 2")
fill(p1, p2, color = leadLine1 > leadLine2 ? color.green : color.red)

lookback = input(2,minval=1)

cciLong = cci(close,14) > 100
cciShort = cci(close,14) < -100

longCondition = leadLine1 > leadLine2 and low > leadLine1 and psar < low and cciLong
if (longCondition)
    strategy.entry("LONG", strategy.long)

shortCondition = leadLine1 < leadLine2 and high < leadLine1 and psar > high and cciShort
if (shortCondition)
    strategy.entry("SHORT", strategy.short)