//Bear 20% w. ALMA
// 20% Bull/Bear Market increase/decrease in Prices
//DEFPARAM CalculateOnLastBars = 5000
Period = 50 //start with 50 periods
Series = customclose
FOR j = 1 TO 3
Sigma = 6
Offset = 0.85
m = ROUND(Offset * (Period - 1))
s = Period / Sigma
WtdSum = 0
CumWt = 0
FOR k = 0 TO Period - 1 DO
Wtd = EXP(-((k - m) * (k - m)) / (2 * s * s))
WtdSum = WtdSum + Wtd * Series[Period - 1 - k]
CumWt = CumWt + Wtd
NEXT
IF CumWt <= 0 THEN
AFR = Series
ELSE
AFR = WtdSum / CumWt
ENDIF
IF j = 1 THEN
ShortMA = AFR
ELSIF j = 2 THEN
MediumMA = AFR
ELSE
LongMA = AFR
ENDIF
Period = Period * 2 //double periods
NEXT
// 20% Bull Market increase in Prices
BullC1 = Close[0] > ShortMA
BullC2 = Close[0] > MediumMA
BullC3 = Close[0] > LongMA
BullC4 = Close[0] >= (Close[200] * 1.2)
// 20% Bear Market decrease in Prices
BearC5 = Close[0] < ShortMA
BearC6 = Close[0] < MediumMA
BearC7 = Close[0] < LongMA
BearC8 = Close[0] <= (Close[200] * 1.2)
Return BullC1 and BullC2 and BullC3 and BullC4 as "Bull Market", -(BearC5 and BearC6 and BearC7 and BearC8) as "Bear Market",0
