meta:	Subchart(false),


		Synopsis			( "steGD-dynLen" ),


		ShortCode			( "ste-GD" );


inputs: 


	


	StatLength( 10 ),			//Für Betrachtung ohne dynamische Länge


	Mult(0.5),					//Multiplikator für die ATR-Bänder


	PeriodATR(10),				//Input für die ATR-Länge


	XLen(2),					//Input für letzte Glättung


	Bands(true),				//Zeige Bänder


	DynLen(true),				//Verwende die dynamische Länge


	ShowUPDN(false),			//Zeige Auf- und Abwärtstrend 


	Len1(10),					//Erster GD-Input für dynamische Länge


	Len2(20),					//Zweiter GD-Input für dynamische Länge


	LenFactLen1(0.;			//Maximale Abweichung der neuen dynamischen


		








		


Variables: 


	Price					( close ), 


	counter					( 0 , 1 ),


	num1					( 0 , 1 ),


	num2					( 0 , 1 ),


	sumBars					( 0 , 1 ),


	sumSqrBars				( 0 , 1 ),


	sumY					( 0 , 1 ),


	sum1					( 0 , 1 ),


	sum2					( 0 , 1 ),


	m						( 0 , 1 ),


	b						( 0 , 1 ),


	LRValue					( 0 , 1 ),


	ProjectionBar			( 0 , 1 ),


	Period					(0),


	Verschiebung			(0),


	UpperBand				(0),


	LowerBand				(0),


	LRValue1				(0);





//Preis


price = ((O+H+L+2*C)/5);


{price=C}


//Statische Länge


If DynLen= false then Period = 	StatLength;





//Berechnung der dynamischen Länge	


// Dynamische Länge aus https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=16265


If DynLen= true then begin





{===========================================================}


{+++++++++++++++++ START Immediate AVERAGE +++++++++++++++++}


Value1 = Xaverage( Price, Len1);


{++++++++++++++++++ END Immediate AVERAGE ++++++++++++++++++}


{===========================================================}


{++++++++++++++++++++ START DAY AVERAGE ++++++++++++++++++++}


Value2 = Xaverage( Price, Len2);


{++++++++++++++++++++++ END DAY AVERAGE ++++++++++++++++++++}


{===========================================================}





Value3 = (100 * (Value1 - Value2) / Value2);








Value4 = ((Len1+Len2)/2);





Value5 = 100*LinearRegSlope(Value3, Value4) ;





Value6 = 1 - Value5 ;





Value7 = Len1 * Value6 ; 	{New Len1}


Value8 = Len2 * Value6 ;	{New Len2}











If Value7 >= Len1*(1+ LenFactLen1) then Period = Len1* (1+LenFactLen1)		//Der maximale Abweischungsgrad nach oben wird eingschränkt


																			//Die neue Länge soll maximal um den Faktor LenFactLen1


																			//größer sein als die ursprüngliche Länge (default=80%)


else


If Value7 <= Len1* (1-LenFactLen1) then Period = maxitems (2,Len1* (1-LenFactLen1))


else Period = Value7; 


end;











	


If Period <= 0 Then LRValue = 0;





sumBars = 0;


sumSqrBars = 0;








For counter = 0 to Period - 1 step 1 do begin


	


sumSqrBars = sumSqrBars + (Period-counter)*(Period-counter)*(Period-counter)*(Period-counter)*Price[counter];








sumBars = sumBars + (Period-counter)*(Period-counter)*(Period-counter)*(Period-counter);





end ;








{LRValue = m * (Period - 1 - ProjectionBar) + b;}





LRValue1=(sumSqrBars/sumBars);


LRValue=average(LRValue1,Xlen);








//Zeichne





if currentbar>2*Period then begin


drawline(LRValue,"STE-DYNLEN",stylesolid,3,yellow);





verschiebung= AvgTrueRange( PeriodATR );


UpperBand= LRValue+verschiebung*mult;


LowerBand= LRValue-verschiebung*mult;


if bands = true then begin


drawline(upperBand,"upperBand",stylesolid,3,blue);


drawline(LowerBand,"LowerBand",stylesolid,3,blue);


end;


If ShowUPDN=true then begin


if LRValue>=LRValue[ 1] then drawsymbol(LRValue,"up",symboltriangleup,6,green,green)


else drawsymbol(LRValue,"dn",symboltriangledown,6,red,red)


end;


end;

inputs: Price( numericseries ), Length( numericsimple ) ;


variables: oLRSlope( 0 ), oLRAngle( 0 ), oLRIntercept( 0 ), oLRValue( 0 ) ;





Value1 = LinearReg( Price, Length, 0, oLRSlope, oLRAngle, oLRIntercept, oLRValue ) ;





LinearRegSlope = oLRSlope ;

{ Linear Regression multiple-output function; see MULTIPLE-OUTPUT FUNCTIONS note 


  below }





inputs: 


	Price( numericseries ), 


	Length( numericsimple ), { Length > 1 }


	TgtBar( numericsimple ), { use negative integer for future, positive for past }


	oLRSlope( numericref ), 


	oLRAngle( numericref ), 


	oLRIntercept( numericref ), { left intercept, at vertical through 


	 Price[ Length - 1 ] }


	oLRValue( numericref ) ;





variables: 


	SumXY( 0 ), 


	SumY( 0 ), 


	SumX( 0 ), 


	SumXSqr( 0 ), 


	OneSixth( 1 / 6 ), 


	Divisor( 0 ) ;





if Length > 1 then 


	begin


	SumX = Length * ( Length - 1 ) * .5 ;


	SumXSqr = Length * ( Length - 1 ) * ( 2 * Length - 1 ) * OneSixth ;


	Divisor = Square( SumX ) - Length * SumXSqr ;


	SumXY = 0;


	for Value1 = 0 to Length - 1 


		begin


		SumXY = SumXY + Value1 * Price[Value1] ;


		end ;


	SumY = Summation( Price, Length ) ;





	oLRSlope = ( Length * SumXY - SumX * SumY) / Divisor ;


	oLRAngle = ArcTangent( oLRSlope ) ;


	oLRIntercept = ( SumY - oLRSlope * SumX ) / Length ;


	oLRValue = oLRIntercept + oLRSlope * ( Length - 1 + ExecOffset - TgtBar ) ;


	LinearReg = 1 ;


	end


else


	LinearReg = -1 ;

function KAMA(P,Periods)


{





Periods = IIF( Periods == 0, 14, Periods );





Direction = P - Ref(P,-periods);


Volatility = Sum(abs(P-Ref(P,-1)),periods);


Volatility =IIf(Volatility>0,Volatility,0.00001);


ER = abs(Direction/Volatility);


FastSC = 2/(2 + 1);//FastSC = 2/(2 + 1);//Standard


SlowSC = 2/(30 + 1);//SlowSC = 2/(30 + 1);


SSC = ER * (FastSC - SlowSC) + SlowSC;


Constant = SSC^2;


return AMA( P, Constant );


}