#define CYAN 0x00ffff
#define ORANGE 0xff8000

var ALMA(var *Data, int Period, int sigma, var offset)
{
	var m = floor(offset * (Period - 1));
	var s = Period / sigma;
	var alma, wSum;
	int i;

	for (i = 0; i < Period; i++) {
		var w = exp(-((i - m) * (i - m)) / (2 * s * s));
		alma += Data[Period - 1 - i] * w;
		wSum += w;
	}
	
	return alma / wSum;
}

var ALMA(var *Data, int Period) {
	return ALMA(Data, Period, 6, 0.85);
}

function run()
{
	set(PLOTNOW|PLOTPRICE);
	StartDate = 2012;
	LookBack = 400;
	BarPeriod = 60;
	PlotWidth = 8000;

	vars Close = series(priceClose());
	vars MA1 = series(EMA(Close, 50));
	vars MA2 = series(LowPass(Close, 100));
	vars MA3 = series(ALMA(Close, 100));

	if (peak(MA1)) {
		if (!NumOpenLong)
			enterLong();
	} else if (valley(MA1)) {
		if (!NumOpenShort)
			enterShort();
	}

	plot("EMA50", MA1[0], 0, BLUE);
	plot("LP100", MA2[0], 0, ORANGE);
	plot("ALMA100", MA3[0], 0, CYAN);
}