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period = 5;
numChg = 0.001;
// --------------------------------------------
// Divergence for LONG
// --------------------------------------------
trendMom = RSI(period);
trendZig = Zig(L, numChg);
f = trendZig > Ref(trendZig, -1) AND Ref(trendZig, -1) < Ref(trendZig, -2);
p1 = ValueWhen(f, Ref(trendZig, -1), 1);
p2 = ValueWhen(f, Ref(trendZig, -1), 2);
r1 = ValueWhen(f, Ref(trendMom,-1), 1);
r2 = ValueWhen(f, Ref(trendMom,-1), 2);
f = r1 > r2 AND p1 < p2;
sig = f AND NOT Ref(f, -1) AND trendMom > Ref(trendMom, -1);
_N(str = "(" + period + ")");
Plot(trendMom, "RSI" + str, colorWhite);
Plot(sig * 100, "Sig", colorGreen, styleHistogram + styleThick +
styleNoLabel);
// --------------------------------------------
// Divergence for SHORT
// --------------------------------------------
trendZig2 = Zig(H, numChg);
f = trendZig2 < Ref(trendZig2, -1) AND Ref(trendZig2, -1) > Ref(trendZig2,
-2);
p1 = ValueWhen(f, Ref(trendZig2, -1), 1);
p2 = ValueWhen(f, Ref(trendZig2, -1), 2);
r1 = ValueWhen(f, Ref(trendMom,-1), 1);
r2 = ValueWhen(f, Ref(trendMom,-1), 2);
f = r1 < r2 AND p1 > p2;
sig = f AND NOT Ref(f, -1) AND trendMom < Ref(trendMom, -1);
_N(str = "(" + period + ")");
Plot(sig * 100, "Sig", colorRed, styleHistogram + styleThick + styleNoLabel);