ACD Level Calculation EasyLangauge Code

ACD Numberline Strategy.txt

// === INPUTS ===
Inputs:
    ORStart(0930),
    OREnd(0950),
    ARangeTicks(8),
    CRangeTicks(8),
    ConfirmBars(3),
    MaxBarsLookback(30);

// === VARIABLES ===
Vars:
    ORHigh(0), ORLow(999999),
    AUp(0), ADown(0), CUp(0), CDown(0),
    AConfirmed(false), DConfirmed(false),
    CUpConfirmed(false), CDownConfirmed(false),
    BarCount(0), DailyValue(0),
    NumberLine , NumLineSum(0),
    LongBias(false), ShortBias(false);

// === RESET EACH DAY ===
If Date <> Date[1] then begin
    ORHigh = 0;
    ORLow = 999999;
    AConfirmed = false;
    DConfirmed = false;
    CUpConfirmed = false;
    CDownConfirmed = false;
    BarCount = 0;
    DailyValue = 0;
end;

// === OPENING RANGE ===
If Time >= ORStart and Time <= OREnd then begin
    ORHigh = MaxList(High, ORHigh);
    ORLow = MinList(Low, ORLow);
end;

If Time = OREnd then begin
    AUp = ORHigh + MinMove * ARangeTicks / PriceScale;
    ADown = ORLow - MinMove * ARangeTicks / PriceScale;
    CUp = AUp + MinMove * CRangeTicks / PriceScale;
    CDown = ADown - MinMove * CRangeTicks / PriceScale;
end;

// === A UP ===
If AConfirmed = false and High >= AUp then begin
    BarCount += 1;
    If BarCount >= ConfirmBars then begin
        AConfirmed = true;
        BarCount = 0;
    end;
end else if AConfirmed = false then
    BarCount = 0;

// === A DOWN ===
If DConfirmed = false and Low <= ADown then begin
    BarCount += 1;
    If BarCount >= ConfirmBars then begin
        DConfirmed = true;
        BarCount = 0;
    end;
end else if DConfirmed = false then
    BarCount = 0;

// === C UP / C DOWN ===
If AConfirmed and High >= CUp then
    CUpConfirmed = true;
If DConfirmed and Low <= CDown then
    CDownConfirmed = true;

// === NUMBER LINE DAILY VALUE (END OF SESSION) ===
If LastBarOnChart and Time >= 1545 then begin
    If AConfirmed and Close > ORHigh then
        DailyValue = +2;
    If DConfirmed and Close < ORLow then
        DailyValue = -2;
    If CUpConfirmed and Close > CUp then
        DailyValue = +4;
    If CDownConfirmed and Close < CDown then
        DailyValue = -4;
    
    // Rollover 30-day number line
    for value = MaxBarsLookback - 1 downto 1 begin
        NumberLine[value] = NumberLine[value - 1];
    end;
    NumberLine[0] = DailyValue;

    // Calculate Sum
    NumLineSum = 0;
    for value = 0 to MaxBarsLookback - 1 begin
        NumLineSum += NumberLine[value];
    end;

    // Define Bias
    If NumberLine[0] >= 9 and NumberLine[1] >= 9 then
        LongBias = true
    else
        LongBias = false;

    If NumberLine[0] <= -9 and NumberLine[1] <= -9 then
        ShortBias = true
    else
        ShortBias = false;
end;

// === STRATEGY EXECUTION ===
If MarketPosition = 0 then begin
    If LongBias and AConfirmed then
        Buy("ACD_Long") next bar at market;
    If ShortBias and DConfirmed then
        SellShort("ACD_Short") next bar at market;
end;

If MarketPosition = 1 and CDownConfirmed then
    Sell("Exit_Long_CDown") next bar at market;
If MarketPosition = -1 and CUpConfirmed then
    BuyToCover("Exit_Short_CUp") next bar at market;

// === OPTIONAL EXIT ON SYSTEM FAILURE ===
If LongBias and AConfirmed and BarsSinceEntry > 3 and Close < ORHigh then
    Sell("Fail_Long") next bar at market;
If ShortBias and DConfirmed and BarsSinceEntry > 3 and Close > ORLow then
    BuyToCover("Fail_Short") next bar at market;

// === PLOTS ===
Plot1(AUp, "A Up");
Plot2(ADown, "A Down");
Plot3(CUp, "C Up");
Plot4(CDown, "C Down");

Optional Alert Signal.txt

If NumberLineVal >= 9 and NumberLineVal[1] >= 9 then
    Alert("Two consecutive +9 days: Bullish trend signal");

If NumberLineVal <= -9 and NumberLineVal[1] <= -9 then
    Alert("Two consecutive -9 days: Bearish trend signal");

Part 1 ACD Level Calculation Indicator.txt

Inputs:
    ORStartTime(0930),
    OREndTime(0950),
    ARangeTicks(8),  // Set according to the asset (e.g., 8 ticks for Crude Oil)
    CRangeTicks(8),
    ConfirmBars(3); // Number of bars needed to confirm breakout

Vars:
    ORHigh(0),
    ORLow(0),
    AUp(0),
    ADown(0),
    CUp(0),
    CDown(0),
    AConfirmed(False),
    DConfirmed(False),
    CUpConfirmed(False),
    CDownConfirmed(False),
    AUpBar(0),
    ADownBar(0),
    CUpBar(0),
    CDownBar(0),
    BarCount(0);

// Reset at new session
If Date <> Date[1] then begin
    ORHigh = 0;
    ORLow = 999999;
    AConfirmed = False;
    DConfirmed = False;
    CUpConfirmed = False;
    CDownConfirmed = False;
    BarCount = 0;
end;

// Capture Opening Range
If Time >= ORStartTime and Time <= OREndTime then begin
    ORHigh = MaxList(High, ORHigh);
    ORLow = MinList(Low, ORLow);
end;

// Set A/CD levels after Opening Range is complete
If Time = OREndTime then begin
    AUp = ORHigh + MinMove * ARangeTicks / PriceScale;
    ADown = ORLow - MinMove * ARangeTicks / PriceScale;
    CUp = AUp + MinMove * CRangeTicks / PriceScale;
    CDown = ADown - MinMove * CRangeTicks / PriceScale;
end;

// Check for A UP confirmation
If AConfirmed = False and High >= AUp then begin
    BarCount = BarCount + 1;
    If BarCount >= ConfirmBars then begin
        AConfirmed = True;
        AUpBar = CurrentBar;
        BarCount = 0;
    end;
end else if AConfirmed = False then begin
    BarCount = 0;
end;

// Check for A DOWN confirmation
If DConfirmed = False and Low <= ADown then begin
    BarCount = BarCount + 1;
    If BarCount >= ConfirmBars then begin
        DConfirmed = True;
        ADownBar = CurrentBar;
        BarCount = 0;
    end;
end else if DConfirmed = False then begin
    BarCount = 0;
end;

// C Up and C Down logic
If AConfirmed and High >= CUp then begin
    CUpConfirmed = True;
    CUpBar = CurrentBar;
end;

If DConfirmed and Low <= CDown then begin
    CDownConfirmed = True;
    CDownBar = CurrentBar;
end;

Part 2: Number Line Value Assignment.txt

Vars:
    DailyValue(0),
    NumberLineVal(0),
    ValueArray ,
    Sum30(0),
    Index(0);

// Daily reset logic
If Date <> Date[1] then begin
    DailyValue = 0;

    // --- Intraday logic simplified for demonstration ---
    If AConfirmed and Close > AUp and Close > ORHigh then
        DailyValue = +2;
    If DConfirmed and Close < ADown and Close < ORLow then
        DailyValue = -2;

    // Add C Up / Down conditions
    If CUpConfirmed and Close > CUp then
        DailyValue = +4;
    If CDownConfirmed and Close < CDown then
        DailyValue = -4;

    // Fallbacks: Crossover but failed confirmation
    If AConfirmed = False and DConfirmed = False then
        DailyValue = 0;

    // Update rolling 30-day number line
    Index = CurrentBar mod 30;
    ValueArray[Index] = DailyValue;

    Sum30 = 0;
    For Value = 0 to 29 begin
        Sum30 = Sum30 + ValueArray[Value];
    end;

    NumberLineVal = Sum30;
end;

// Plotting number line value
Plot1(NumberLineVal, "NumLine");