Based on request.
viewtopic.php?f=27&t=68865Up[i]=(H[i] + L[i] ) / 2 - (Factor*atr[i]) ;
Dn[i]=(H[i] + L[i] ) / 2 + (Factor*atr[i]) ;
TrendUp[i] = C[i-1] >TrendUp[i-1] ? Math.Max(Up[i],TrendUp[i-1]) : Up[i] ;
TrendDown[i]= C[i-1]<TrendDown[i-1]? Math.Min(Dn[i],TrendDown[i-1]) : Dn[i] ;
Indicator based strategy
viewtopic.php?f=31&t=68931