sub OHLCStudy {
  @UAIndicatorLabels = ('csinum', 'Date', 'Open', 'High', 'Low',
'Close', 'Vol'); #Show the 7 fields on spread sheet
  $UAIndicatorTitle ='OHLCStudy';  #Supply spread sheet title
# @Close(0) is the most current date on file & @Close(N) is the close of
the Nth day before the current day.
  return ($Csinum, $Date[0], $Open[0], $High[0], $Low[0], $Close[0],
$Vol[0]);    #Supply all data for current day.
}
#


sub ClosePrice {
#               @UAIndicatorLabels = ('Close');
                $UAIndicatorTitle = 'Close';  # Identify spread sheet
column title to be displayed
                my($a) = @_;            # Define past day #
relative to current day # of 0
                return $Close[$a];      # Supply actual closing
price of $a days into the past.
               }            # $a defines the relative day number index


sub RSI
{
  my($size)=@_; #The @_ string given in "Col Insrt" transfers(14) into
$size variable.
  my($au, $ad, $d, $i);      #Identify the variables
  if($size<=0) {     #Look at the RSI period and set it to 14 if it was
set improperly
         $size = 14
               }
  $au = $ad = 0;             #initialize up and down days accumulators
  for($i=1;$i<=$size;$i++)   #Loop thru $size days & count the up and
down price differentials
  {
    $d = $Close[$i-1]-$Close[$i]; #compute difference between tomorrow's
close and today close.
    if($d<0)                      #When a negative $d is a down day is
observed,
     {
      $ad = $ad -$d;              #accumulate the down differential ($d)
into $ad
     }
    else                          #When a positive or zero ($d) is
observed,
     {
      $au = $au +$d;              #accumulate the up differential ($d)
into $au.
     }
  }                               # end of 'for' stmt.  $ad & $au ready
4 processing RSI result:
#
    if($ad < 1e-6)
     {            #when ad is less than 10**-6 (effectively 0)
      if($au < 1e-6)
       {           #when both ad and au are effectively zero return indx
of 50
        return 50;
       }
        else
       {
        return 100;                 #Come here when ad=0 & au non-zero
       }
     }
      return(100-100/(1+($au/$ad))); #Come here when ad is positive.
}


sub NumDays {    # This function delivers the intgr # of days of data
available for processing any field such as:
  int($#Date+1); # Date or Open or High, etc. It refers back to the
OHLCStudy to get the vector length.
                 # Date is a globally defined array, and "$#Date" says
give me the last index for that array.
                 # Since an arrays length is one more than the maximum
index, the array length is $#Date+1.
                 # To invoke NumDays, and store Numdays in a variable,
say $i, simply write: $i = NumDays()
                 # $i will then hold the number of days in the $#Date
vector defined thru the OHLCStudy above.
            }    # End of NumDays study.

sub Max                #This routine searches an array (list of args) to
find the largest value
{
  my(@t) = @_;         #of a variable length list.  #Move the input
array,@_, to the @t array
  my($biggest,$i);     # define the variables 'biggest' and the index
variable '$i'
  $biggest = $t[$#t];  #Set $biggest to the last one in the list.
  for($i=$#t-1;$i>=0;$i--)
  {                    #now search thru the list frm the arg be4 last to
the frst
    if($t[$i]>$biggest) { $biggest = $t[$i] }  #to find all args which
are bigger.
  }                                            #The index runs from 0 to
N-1 for an N argument list.
  return $biggest      #return the biggest value of all.
}

sub Min{               #This routine searches an array (list of args) to
find the largest value
  my(@t) = @_;         #of a variable length list.  #Move the input
array,@_, to the @t array
  my($smallest,$i);     # define the variables 'biggest' and the index
variable '$i'
  $smallest = $t[$#t];  #Set $biggest to the last one in the list.
  for($i=$#t-1;$i>=0;$i--) { #now search thru the list frm the arg be4
last to the frst
    if($t[$i]<$smallest) { $smallest = $t[$i] }  #to find all args which
are bigger.
  }                    #The index runs from 0 to N-1 for an N argument
list.
  return $smallest      #return the biggest value of all.
}

sub Max0{  #This subroutine is designed for precisely two arguments.
#          #To invoke this routine say: $Min = Max0($a,$b)  $Min would
then = min of $a & $b
         my($a,$b)=@_;  #Define the two input arguments $a, and $b.  @_
is an array.
 if($a>$b)
 {
    return $a;   #Return $a if it is the lesser.
 }  else
 {
    return $b;   #Otherwise return $b as the lesser.
 }
}
sub Min0{  #This subroutine is designed for precisely two arguments.
#          #To invoke this routine say: $Min = Max0($a,$b)  $Min would
then = min of $a & $b
         my($a,$b)=@_;  #Define the two input arguments $a, and $b.  @_
is an array.
 if($a<$b)
 {
    return $a;   #Return $a if it is the lesser.
 }  else
 {
    return $b;   #Otherwise return $b as the lesser.
 }
}

sub BrkOut {  #BrkOut invokes breakout logic on all inpt lkng for a $a
day channel
# It reports the nxt signal, the exit stop, and the % return per day of
data.
  my($a) = @_; #define sole input to BrkOut
  my($ISignal,$BSorSS,$PcntReturn);

my($NDayChan,$MthHigh,$MthLow,$SumProfit,$PosPrice,$NDayChannel,$VarChannel,$SS,$BS);

  my($N,$M,$iHi,$iLo,$NewPos,$DaysOnFile,$perlIndex);
  $DaysOnFile = NumDays();  #Compute the number of days on file
  #print "DaysOnFile=$DaysOnFile a=$a\n";
#
  $NDayChan = $a;  #Define the channel width in days
  $SumProfit = 0;  #Initialize the variables
  $PosPrice = 0;
  $ISignal = 0;    #Always begin from a neutral position
  $NDayChannel = Max0(2,$NDayChan);
  for($N=$NDayChan+1;$N<=$DaysOnFile;$N++)        #DO 100 N =
1,DaysOnFile
 {
   $VarChannel = Min0($NDayChannel,$N);
   $MthHigh = 0;
   $MthLow  = 999999999;
   #if($VarChannel<$NDayChannel+1) { next; }
   #print "N=$N ISignal=$ISignal\n";
    if($ISignal eq 0)
   { #IF
     for ($M=1;$M<=$VarChannel;$M++)
     { #DO 13                             #This is the DO 13 loop
        $perlIndex = $DaysOnFile-$N + $M;
        $iHi = $High[$perlIndex];
        $iLo = $Low [$perlIndex];
        $MthHigh = &Max0($MthHigh,$iHi);
        $MthLow  = &Min0($MthLow ,$iLo);
     } #Continue;                         #End  of the Do 13 loop
        $NthClose = $Close[$DaysOnFile-$N];
   #print "NthClose=$NthClose MthHigh=$MthHigh MthLow=$MthLow\n";
        if($NthClose>($MthHigh+$MthLow)/2)
     {  #If
         $ISignal  = 1;
         $PosPrice = $NthClose;
         $SS       = $MthLow;
         $BSorSS   = $SS;
         $BS = 0;
     }
        else
     {
         $ISignal  = -1;
         $PosPrice = $NthClose;
         $BS       = $MthHigh;
         $BSorSS   = $BS;
         $SS       = 0;
     }
   } else
   {
       $MthHigh = 0;
       $MthLow  = 999999999;
       for ($M=1;$M<=$VarChannel;$M++)
       { #DO 101                             #This is the DO 101 loop
            $perlIndex = $DaysOnFile-$N + $M;
            $iHi = $High[$perlIndex];
            $iLo = $Low [$perlIndex];
            $MthHigh = &Max0($MthHigh,$iHi);
            $MthLow  = &Min0($MthLow ,$iLo);
       } #101 Continue                       #End  of the Do 101 loop
       $perlIndex = $DaysOnFile-$N;
       if($ISignal eq 1)
     {  #If
         $SS = Max0($SS,$MthLow);
         $BSorSS = $SS;
         if($Low[$perlIndex]<$SS)
       { #if
          $NewPos = Min0($SS,$Open[$perlIndex]);
          $SumProfit = $SumProfit + $NewPos - $PosPrice;
          $PosPrice = $NewPos;
          $BS = $MthHigh;
          $BSorSS = $BS;
          $SS = 0;
          $ISignal = -1;
       }  #endif
     }   #Endif
       else
     {  #If
         $BS = Min0($BS,$MthHigh);
         $BSorSS = $BS;
         if($High[$perlIndex]>$BS)
       { #if
          $NewPos = Max0($BS,$Open[$perlIndex]);
          $SumProfit  = $SumProfit - $NewPos + $PosPrice;
          $PosPrice   = $NewPos;
          $SS         = $MthLow;
          $BSorSS     = $SS;
          $BS         = 0;
          $ISignal    = 1;
       } #endif
     } #Endif
   } #Endif
 } # Label100:                                    # 100 Continue
        if($ISignal>0)
       { #If
          $SumProfit = $SumProfit + $Close[0] - $PosPrice;
       }
        if($ISignal>0)
       {
          $SumProfit = $SumProfit + $PosPrice - $Close[0];
       }
       #print "ISignal=$ISignal BSorSS=$BSorSS\n";
      return -$ISignal * $BSorSS;
}
sub BOPcnRet {  #BOPcnRet also invokes breakout logic on all inpt lkng
for a $a day channel
# it cmpts the signals, and retrns the Buy/Sell stp,&the ave% retrn for
ea items ntire hist.
  my($a) = @_;  #define sole input (the # of days of channel width) to
BOPcnRet
  my($ISignal,$BSorSS,$PcntReturn);

my($NDayChan,$MthHigh,$MthLow,$SumProfit,$PosPrice,$NDayChannel,$VarChannel,$SS,$BS);

  my($N,$M,$iHi,$iLo,$NewPos,$DaysOnFile,$perlIndex,$NthClose); #
$PcnRet variable added
  my($PcnRet,$NmbrTrades);
  $DaysOnFile = NumDays();  #The BOPcnRet perl script was converted from
a Fortran program.
  #print "DaysOnFile=$DaysOnFile a=$a\n";
# Initialize the variables.
  $NDayChan    = $a;
  $SumProfit   = 0;
  $PosPrice    = 0;
  $ISignal     = 0;
  $NmbrTrades  = 0;
  $PcnRet      = 0;        #initialize the cumulative % return variable
  $NDayChannel = Max0(2,$NDayChan); #force the channel width to be at
least two days
  for($N=$NDayChan+1;$N<=$DaysOnFile;$N++) #This was main Fortran loop
for all file entrys:
 { #Define the for loop and process the $N th day of the current stock
analyzed
   $VarChannel = Min0($NDayChannel,$N);
   $MthHigh    = 0;
   $MthLow     = 999999999;
   #if($VarChannel<$NDayChannel+1) { next; }
   #print "N=$N ISignal=$ISignal\n";
    if($ISignal eq 0)
   { #IF
     for ($M=1;$M<=$VarChannel;$M++) #Look thru $VarChannel pst dys of
file & capture hi&low
     { #DO 13                             #as MthHigh and MthLow.  This
is the DO 13 loop
        $perlIndex = $DaysOnFile-$N + $M; #which determins the initial
market direction only
        $iHi       = $High[$perlIndex];   #when $ISignal is 0
        $iLo       = $Low [$perlIndex];
        $MthHigh   = &Max0($MthHigh,$iHi);
        $MthLow    = &Min0($MthLow ,$iLo);
     } #Continue;                            #End of the Do 13 loop
        $NthClose  = $Close[$DaysOnFile-$N]; #Get the $NthClose&see if
init pstn shd B lng or shrt
   #print "NthClose=$NthClose MthHigh=$MthHigh MthLow=$MthLow\n";
        if($NthClose>($MthHigh+$MthLow)/2)
     {  #If
         $ISignal  = 1;
         $PosPrice = $NthClose;           #PosPrice is the initial
         $SS       = $MthLow;             #starting position
         $BSorSS   = $SS;                 #calc when ISignal is zero.
         $BS = 0;
     }
        else
     {
         $ISignal  = -1;
         $PosPrice = $NthClose;
         $BS       = $MthHigh;
         $BSorSS   = $BS;
         $SS       = 0;
     }
   } else
   {   # Come here when ISignal is nz, when a non-neutral position is in
force
       $MthHigh        = 0; #on the 3rd or 4th day.  Initialize the
MthHigh and MthLow
       $MthLow         = 999999999;
       for ($M=1;$M<=$VarChannel;$M++)
       { #DO 101                               #This DO 101 loop
            $perlIndex = $DaysOnFile-$N + $M;  #captures the
            $iHi       = $High[$perlIndex];    #highest hi and lowest
low
            $iLo       = $Low [$perlIndex];    #as $MthHigh and $MthLow
            $MthHigh   = &Max0($MthHigh,$iHi);
            $MthLow    = &Min0($MthLow ,$iLo);
       } #101 Continue                        #End  of the Do 101 loop
       $perlIndex      = $DaysOnFile-$N;      #a $perlIndex is a # from
0
       if($ISignal eq 1)                      #to the # of Days on File
- 1
     {  #If
         $SS     = Max0($SS,$MthLow);         #The sell stop is allowed
to go
         $BSorSS = $SS;                       #up so long as the market
is moving up
         if($Low[$perlIndex]<$SS)
       { #if
          $NewPos    = Min0($SS,$Open[$perlIndex]);  #if the open falls
below the reversal
          $SumProfit = $SumProfit + $NewPos - $PosPrice; #the revrsl
will b the worst of two
          $PcnRet    = $PcnRet + 100.*($NewPos-$PosPrice)/$PosPrice;
#Sum the % returns ###
          $PosPrice  = $NewPos;                      #The above stmt
sums the % returns as
          $BS        = $MthHigh;                     #trades are logged.

          $BSorSS    = $BS;                          #save the new buy
stop
          $SS        = 0;
          $ISignal   = -1;                           #show the reverse
signal.
          $NmbrTrades= $NmbrTrades + 1;              #increment the
$NmbrTrades
       }  #endif
     }   #Endif
       else
     {  #If
         $BS = Min0($BS,$MthHigh);
         $BSorSS = $BS;
         if($High[$perlIndex]>$BS)
       { #if                                         #Reverse the
current position
          $NewPos     = Max0($BS,$Open[$perlIndex]); #from short to long

          $SumProfit  = $SumProfit - $NewPos + $PosPrice;
          $PcnRet     = $PcnRet + 100.*($PosPrice-$NewPos)/$PosPrice;
#Sum the % returns     ###
          $PosPrice   = $NewPos;
          $SS         = $MthLow;
          $BSorSS     = $SS;
          $BS         = 0;
          $ISignal    = 1;
          $NmbrTrades = $NmbrTrades + 1;         #replace NmbrTrades
with NmbrTrades + 1
       } #endif
     } #Endif
   } #Endif
 } # Label100:                                    # 100 Continue
        if($ISignal>0)                            #Branch from above
when all days for
       { #If                                      #current stock are
processed
          $SumProfit  = $SumProfit + $Close[0] - $PosPrice;   #add in
the curnt position equity
          $PcnRet     = $PcnRet + 100.*($Close[0]-$PosPrice)/$PosPrice;
#Sum the % returns   ###
          $NmbrTrades = $NmbrTrades + 1;          #Artificially bump #
of trades to close up loop
       }
        if($ISignal>0)
       {
          $SumProfit  = $SumProfit + $PosPrice - $Close[0];
          $PcnRet     = $PcnRet + 100.*($PosPrice -
$Close[0])/$PosPrice;  #Sum the % returns ###
          $NmbrTrades = $NmbrTrades + 1;
       }
       #print "ISignal    =$ISignal BSorSS=$BSorSS\n";
       @UAIndicatorLabels = ('stop', '%Retrn', '#Trades'); #Add titles 2
spread sheet Columns
       $UAIndicatorTitle  = 'BreakOut for channel of '.$a; #Show
title-The . b4 $a ads $a's val 2 titl.
       return (-$ISignal*$BSorSS,$PcnRet,$NmbrTrades);     #return the
three values separated by commas
}                                                          #This curly
bracket ends the BOPcnRet subr.
#
#
sub BOPcnRetOpt {  #BOPcnRetOpt also invokes breakout logic on all inpt
lkng for a $a day channel
# it cmpts the signals, and retrns the Buy/Sell stp,&the ave% retrn for
ea items ntire hist.
# This version uses a global to all stocks variable & returns another
result ($BestChanSiz)
  my($a) = @_;  #define sole input (the # of days of channel width) to
BOPcnRet
  my($ISignal,$BSorSS,$PcntReturn);

my($NDayChan,$MthHigh,$MthLow,$SumProfit,$PosPrice,$NDayChannel,$VarChannel,$SS,$BS);

  my($N,$M,$iHi,$iLo,$NewPos,$DaysOnFile,$perlIndex,$NthClose); #
$PcnRet variable added
  my($PcnRet,$NmbrTrades);
  $DaysOnFile = NumDays();  #The BOPcnRet perl script was converted from
a Fortran program.
  #print "DaysOnFile=$DaysOnFile a=$a\n";
# Initialize the variables.
  $NDayChan    = $a;
  $SumProfit   = 0;
  $PosPrice    = 0;
  $ISignal     = 0;
  $NmbrTrades  = 0;
  $PcnRet      = 0;        #initialize the cumulative % return variable
  $NDayChannel = Max0(2,$NDayChan); #force the channel width to be at
least two days
  for($N=$NDayChan+1;$N<=$DaysOnFile;$N++) #This was main Fortran loop
for all file entrys:
 { #Define the for loop and process the $N th day of the current stock
analyzed
   $VarChannel = Min0($NDayChannel,$N);
   $MthHigh    = 0;
   $MthLow     = 999999999;
   #if($VarChannel<$NDayChannel+1) { next; }
   #print "N=$N ISignal=$ISignal\n";
    if($ISignal eq 0)
   { #IF
     for ($M=1;$M<=$VarChannel;$M++) #Look thru $VarChannel pst dys of
file & capture hi&low
     { #DO 13                             #as MthHigh and MthLow.  This
is the DO 13 loop
        $perlIndex = $DaysOnFile-$N + $M; #which determins the initial
market direction only
        $iHi       = $High[$perlIndex];   #when $ISignal is 0
        $iLo       = $Low [$perlIndex];
        $MthHigh   = &Max0($MthHigh,$iHi);
        $MthLow    = &Min0($MthLow ,$iLo);
     } #Continue;                            #End of the Do 13 loop
        $NthClose  = $Close[$DaysOnFile-$N]; #Get the $NthClose&see if
init pstn shd B lng or shrt
   #print "NthClose=$NthClose MthHigh=$MthHigh MthLow=$MthLow\n";
        if($NthClose>($MthHigh+$MthLow)/2)
     {  #If
         $ISignal  = 1;
         $PosPrice = $NthClose;           #PosPrice is the initial
         $SS       = $MthLow;             #starting position
         $BSorSS   = $SS;                 #calc when ISignal is zero.
         $BS = 0;
     }
        else
     {
         $ISignal  = -1;
         $PosPrice = $NthClose;
         $BS       = $MthHigh;
         $BSorSS   = $BS;
         $SS       = 0;
     }
   } else
   {   # Come here when ISignal is nz, when a non-neutral position is in
force
       $MthHigh        = 0; #on the 3rd or 4th day.  Initialize the
MthHigh and MthLow
       $MthLow         = 999999999;
       for ($M=1;$M<=$VarChannel;$M++)
       { #DO 101                               #This DO 101 loop
            $perlIndex = $DaysOnFile-$N + $M;  #captures the
            $iHi       = $High[$perlIndex];    #highest hi and lowest
low
            $iLo       = $Low [$perlIndex];    #as $MthHigh and $MthLow
            $MthHigh   = &Max0($MthHigh,$iHi);
            $MthLow    = &Min0($MthLow ,$iLo);
       } #101 Continue                        #End  of the Do 101 loop
       $perlIndex      = $DaysOnFile-$N;      #a $perlIndex is a # from
0
       if($ISignal eq 1)                      #to the # of Days on File
- 1
     {  #If
         $SS     = Max0($SS,$MthLow);         #The sell stop is allowed
to go
         $BSorSS = $SS;                       #up so long as the market
is moving up
         if($Low[$perlIndex]<$SS)
       { #if
          $NewPos    = Min0($SS,$Open[$perlIndex]);  #if the open falls
below the reversal
          $SumProfit = $SumProfit + $NewPos - $PosPrice; #the revrsl
will b the worst of two
          $PcnRet    = $PcnRet + 100.*($NewPos-$PosPrice)/$PosPrice;
#Sum the % returns ###
          $PosPrice  = $NewPos;                      #The above stmt
sums the % returns as
          $BS        = $MthHigh;                     #trades are logged.

          $BSorSS    = $BS;                          #save the new buy
stop
          $SS        = 0;
          $ISignal   = -1;                           #show the reverse
signal.
          $NmbrTrades= $NmbrTrades + 1;              #increment the
$NmbrTrades
       }  #endif
     }   #Endif
       else
     {  #If
         $BS = Min0($BS,$MthHigh);
         $BSorSS = $BS;
         if($High[$perlIndex]>$BS)
       { #if                                         #Reverse the
current position
          $NewPos     = Max0($BS,$Open[$perlIndex]); #from short to long

          $SumProfit  = $SumProfit - $NewPos + $PosPrice;
          $PcnRet     = $PcnRet + 100.*($PosPrice-$NewPos)/$PosPrice;
#Sum the % returns     ###
          $PosPrice   = $NewPos;
          $SS         = $MthLow;
          $BSorSS     = $SS;
          $BS         = 0;
          $ISignal    = 1;
          $NmbrTrades = $NmbrTrades + 1;         #replace NmbrTrades
with NmbrTrades + 1
       } #endif
     } #Endif
   } #Endif
 } # Label100:                                    # 100 Continue
        if($ISignal>0)                            #Branch from above
when all days for
       { #If                                      #current stock are
processed
          $SumProfit  = $SumProfit + $Close[0] - $PosPrice;   #add in
the curnt position equity
          $PcnRet     = $PcnRet + 100.*($Close[0]-$PosPrice)/$PosPrice;
#Sum the % returns   ###
          $NmbrTrades = $NmbrTrades + 1;          #Artificially bump #
of trades to close up loop
       }
        if($ISignal>0)
       {
          $SumProfit  = $SumProfit + $PosPrice - $Close[0];
          $PcnRet     = $PcnRet + 100.*($PosPrice -
$Close[0])/$PosPrice;  #Sum the % returns ###
          $NmbrTrades = $NmbrTrades + 1;
       }
       #print "ISignal    =$ISignal BSorSS=$BSorSS\n";
       @UAIndicatorLabels = ('stop', '%Retrn', '#Trades'); #Add titles 2
spread sheet Columns
       $UAIndicatorTitle  = 'BreakOut for channel of '.$a; #Show
title-The . b4 $a ads $a's val 2 titl.
       return (-$ISignal*$BSorSS,$PcnRet,$NmbrTrades);     #return the
three values separated by commas
}                                                          #This curly
bracket ends the BOPcnRet subr.
#
#