declare lower; declare once_per_bar; input lengthMA1 = 8; input avgType1 = AverageType.EXPONENTIAL; input lengthMA2 = 13; input avgType2 = AverageType.EXPONENTIAL; input lengthMA3 = 21; input avgType3 = AverageType.EXPONENTIAL; input lengthMA4 = 34; input avgType4 = AverageType.EXPONENTIAL; input lengthMA5 = 55; input avgType5 = AverageType.EXPONENTIAL; input price = close; input percentDistanceUpperLower = .02; def ma1 = MovingAverage(avgType1, price, (lengthMA1)); def ma2 = MovingAverage(avgType2, price, (lengthMA2)); def ma3 = MovingAverage(avgType3, price, (lengthMA3)); def ma4 = MovingAverage(avgType4, price, (lengthMA4)); def ma5 = MovingAverage(avgType5, price, (lengthMA5)); def val1 = AbsValue(ma1); def val2 = AbsValue(ma2); def val3 = AbsValue(ma3); def val4 = AbsValue(ma4); def val5 = AbsValue(ma5); def upperMinusLower = Highest(high, ) - Lowest(low, ); def signal = if upperMinusLower <= (close * percentDistanceUpperLower) then 1 else 0;