추세_Expansion Pivots

//Expansion Pivots
//[필터] 전일10WR, 전전일이나 전일에 50MA 상향돌파
//[매수진입] 상향돌파일H
//[손절매] 상향돌파일C - 1
//[출처] Hit and Run Trading I  

var : WR10(False),Crsup(false),CrsH(0),CrsC(0);

WR10 = H-L == NthHighest(1,H-L,10);
Crsup = crossup(c,ma(c,50));
CrsH = H[MRO(crossup(c,ma(C,50)),10,1)];
CrsC = C[MRO(crossup(c,ma(C,50)),10,1)];

if WR10[1] == True and (Crsup[1] == True or Crsup[2] == True) Then{
 if C >= CrsH[1] Then{
  buy();
  var1 = CrsC;
 }
}

if C < var1-1 Then
 exitlong();