SuperTrend SAR MACD

// ============================================================
// SuperTrend SAR MACD
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Not yet tested
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1           // size per point
stMultiplier = 3           // SuperTrend ATR multiplier
stPeriod = 5               // SuperTrend ATR length
sarStart = 0.02            // Parabolic SAR start factor
sarStep = 0.02             // Parabolic SAR step
sarMax = 0.03              // Parabolic SAR maximum factor
macdFast = 12              // MACD fast length
macdSlow = 26              // MACD slow length
macdLineArg = 150          // third MACDline argument, as published
macdSignalPeriod = 9       // EMA of the MACD line used as signal
lookbackPeriod = 100       // window for the pressure calculation
pressurePeriod = 500       // EMA length that smooths buy and sell pressure
minTrendBars = 15          // SuperTrend must have held its side longer than this
longMacdSlope = 0.045      // minimum rise of the MACD histogram for longs (points)
shortMacdSlope = 0.186     // minimum fall of the MACD histogram for shorts (points)
minRangePips = 2           // previous bar range must exceed this (pips)
takeProfitPoints = 10      // profit target (points)
stopLossPoints = 10        // protective stop (points)
ONCE stNotRisingBars = 0   // bars in a row the SuperTrend has not risen
ONCE stNotFallingBars = 0  // bars in a row the SuperTrend has not fallen

// --- Indicators ---
stValue = SuperTrend[stMultiplier, stPeriod]
sarValue = SAR[sarStart, sarStep, sarMax]
macdMain = MACDline[macdFast, macdSlow, macdLineArg](close)
macdTrigger = ExponentialAverage[macdSignalPeriod](MACDline[macdFast, macdSlow, macdLineArg](close))
macdHistogram = macdMain - macdTrigger
barRange = Range

// Buying versus selling pressure over the lookback window, smoothed.
channelLow = Lowest[lookbackPeriod](low)
channelHigh = Highest[lookbackPeriod](high)
buyPressure = 100 * (3 * close - 2 * channelLow - open[lookbackPeriod - 1]) / CustomClose
sellPressure = 100 * (open[lookbackPeriod - 1] + 2 * channelHigh - 3 * close) / CustomClose
pressureSpread = ExponentialAverage[pressurePeriod](buyPressure) - ExponentialAverage[pressurePeriod](sellPressure)

IF stValue[2] >= stValue[1] THEN
  stNotRisingBars = stNotRisingBars + 1
ELSE
  stNotRisingBars = 0
ENDIF

IF stValue[1] >= stValue[2] THEN
  stNotFallingBars = stNotFallingBars + 1
ELSE
  stNotFallingBars = 0
ENDIF