Reference High Line (RHL) Function :

3

BUY   : Current High > High when EMA of 5 period Crosses above EMA of 21 period                 Most Recently
SELL : EMA of 21 period Crosses above EMA of 5 period 

 

BUY{
set cnd = CROSSOVER(EMA(CLOSE,5),EMA(CLOSE,21));
set hv = RHL(cnd,0);
CROSSOVER(HIGH,hv);}

LONGEXIT{
CROSSOVER(EMA(CLOSE,21),EMA(CLOSE,5));}

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LOOKUP Function :

12

BUY   : Current high > 15 min high
SELL : Current low < 15 min low

BUY{
set hv = LOOKUP(20171229,091500,HIGH);
CROSSOVER(HIGH,hv);}

LONGEXIT{
set lv = LOOKUP(20171229,091500,LOW);
CROSSOVER(lv,LOW);}

Similarly,

SELL{
set lv = LOOKUP(20171227,091500,LOW);
CROSSOVER(lv,LOW);}

SHORTEXIT{
set hv = LOOKUP(20171227,091500,HIGH);
CROSSOVER(HIGH,hv);}