stdrev.thinkscript

def OPEN_ACTUAL_TIME = 0930;
def CLOSE_ACTUAL_TIME = 1600;
def is_trading_hours = If((SecondsFromTime(OPEN_ACTUAL_TIME) >= 0 && SecondsTillTime(CLOSE_ACTUAL_TIME) > 0), 1, 0);

def stoploss = close < close[-10] * 0.95;

def rsi = RSI("average type" = "EXPONENTIAL");

input price = close;
input deviations = 1.1;
input short_gap = 0.3;
input full_range = no;
input length = 1024;
input spread = 0.0001;
input overshoot = 0.2;
input tradesize = 1;
input only_when_open = no;

def regression;
def std_deviation;
if (full_range) {
    regression = InertiaAll(price);
    std_deviation = StDevAll(price);
} else {
    regression = InertiaAll(price, length);
    std_deviation = StDevAll(price, length);
}

plot upper = regression + deviations * std_deviation;
plot breaker = regression + overshoot * std_deviation;
plot middle = regression;
plot lower = regression - deviations * std_deviation;

plot upper_s = regression + (deviations + short_gap) * std_deviation;
plot breaker_s = regression - overshoot * std_deviation;
plot middle_s = regression;
plot lower_s = regression - (deviations + short_gap) * std_deviation;

upper.SetDefaultColor(GetColor(8));
middle.SetDefaultColor(GetColor(8));
lower.SetDefaultColor(GetColor(8));


AddOrder(OrderType.BUY_TO_OPEN, (price crosses above lower - spread) and (is_trading_hours or not only_when_open), tradeSize = tradesize);

AddOrder(OrderType.SELL_TO_OPEN, (price crosses below upper_s + spread) and (is_trading_hours or not only_when_open), tradeSize = tradesize);

AddOrder(OrderType.SELL_TO_CLOSE, (price crosses above breaker) and (is_trading_hours or not only_when_open), tradeSize = tradesize);

AddOrder(OrderType.BUY_TO_CLOSE, (price crosses below breaker_s) and (is_trading_hours or not only_when_open), tradeSize = tradesize);