Inside Bars

InsideBars.pas

var
  BuyOversold, BuyEden : Boolean;
  Stoch, Target, Stop, BuyAt : Float;
begin
  
  Stoch := SlowStochastic(8)[1];
  BuyOversold := ((HIGH[1] < HIGH[2]) and (LOW[1] > LOW[2]) and (Stoch < 20));
  BuyEden := ((HIGH[1] < HIGH[2]) and (LOW[1] > LOW[2]) and ((CLOSE[1] > MediaExp(8, CLOSE)[1]) and (CLOSE[1] >  MediaExp(80, CLOSE)[1])));

  if ((BuyOversold or BuyEden) and (BuyPosition = 0)) then
    begin

      PaintBar(clGreen);
      BuyAt := High[1] + 0.02;  

      // Caso esteja acima da média, o stop descola-se para a media para não ser muito curto
      // Caso contrário, o stop fica no ultimo fundo
      if (LOW[1] > MediaExp(8, CLOSE)[1]) then
         begin
           Stop := MediaExp(8, CLOSE)[1];
         end
      else
        begin
          Stop := Lowest(LOW, 3) - 0.02; 
        end;         
      
      // Caso seja  uma operação contra a tendência, o alvo é 1x o risco  
      if (BuyOversold AND ((CLOSE[1] < MediaExp(8, CLOSE)[1]) or (CLOSE[1] <  MediaExp(80, CLOSE)[1]))) then
        begin
           Target := ((BuyAt - Stop) * 1) + BuyAt;
        end
      else
           Target := ((BuyAt - Stop) * 1.61) + BuyAt;    
   
      BuyStop(BuyAt, BuyAt);
    end;

  if (IsBought) then
    begin
    
      // Alvo
      SellToCoverStop(Target, Target);
      
      // Stop
      SellToCoverStop(Stop, Stop);

      // Caso abra em  gap de baixa, pulando o stop
      if (HIGH < Stop) then
        begin
           SellToCoverStop(HIGH, HIGH);
        end;

    end;

end;