//B_HigherHighs

//code by Ed Pottasch
// if you want this inside a portfolio type system 

SetBarsRequired(10000,10000); 
SetOption("MaxOpenPositions", 10 ); 
SetOption("UsePrevBarEquityForPosSizing",True); 
SetOption("PriceBoundChecking", False); 
PositionSize = -10; 
SetTradeDelays(0,0,0,0); 

// delay of exit with respect to entry in bars 
sellDelay = Optimize("sellDelay", 1, 1, 50, 1); 

// buy signal when H exceeds H of past 220 bars 
Buy = H > Ref(HHV(H,220),-1); 

// entry at the open of the bar following the signal bar 
Buy = Ref(Buy,-1); BuyPrice = O; 

// remove excessive signals from initial signal 
Buy = ExRemSpan(Buy, sellDelay); 

// sell sellDelay bars after entry at the open 
Sell = BarsSince(Buy) == sellDelay; SellPrice = O; 

SetChartOptions(0, chartShowDates); 
GraphXSpace = 5; 
Plot(C,"C",1,64); 
PlotShapes(IIf(Buy,shapeUpArrow,0),colorGreen, layer = 0, yposition = BuyPrice, offset = 0 ); 
PlotShapes(IIf(Sell,shapeDownArrow,0),colorRed, layer = 0, yposition = SellPrice, offset = 0 ); 

PositionScore = 1/Ref(RSI(sellDelay),-1);