// following is DHL code for StdErrBnds and StdErrOsc 

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();


SetChartOptions(0,chartShowDates);
PositionSize = 3000;
SetTradeDelays(1,1,1,1);
SetOption("InitialEquity", 100000 );
Equity(1);
EnableTextOutput(False);

// to optimize per symbol, // out the 'hurdle by ticker' group

ticker = Name(); 
if ( ticker == "LRCX" ) 
{  UpperStdErrOscHurdle = 71; 
   LowerStdErrOscHurdle = 29; }
else if ( ticker == "HD" OR ticker == "DBRN" OR ticker == "IDTI" OR ticker == "AMD" OR ticker == "COGT" ) 
{  UpperStdErrOscHurdle = 72; 
   LowerStdErrOscHurdle = 28; } 
else if ( ticker == "EXPD" OR ticker == "AMKR" OR ticker == "ARRS" ) 
{  UpperStdErrOscHurdle = 73; 
   LowerStdErrOscHurdle = 27; } 
else if ( ticker == "EBAY" OR ticker == "ENER" OR ticker == "SMSI" OR ticker == "CNET" OR ticker == "EEM" ) 
{  UpperStdErrOscHurdle = 74; 
   LowerStdErrOscHurdle = 26; } 
else if ( ticker == "FPFC" OR ticker == "ATHR" OR ticker == "SAY" OR ticker == "STLD" OR ticker == "CSGS" OR ticker == "ENDP" OR ticker == "MXIM" OR ticker == "HLIT" ) 
{  UpperStdErrOscHurdle = 75; 
   LowerStdErrOscHurdle = 25; } 
else if ( ticker == "CHRW" OR ticker == "ILMN" OR ticker == "FNFG" ) 
{  UpperStdErrOscHurdle = 76; 
   LowerStdErrOscHurdle = 24; } 
else if ( ticker == "SHEN" OR ticker == "KLAC" ) 
{  UpperStdErrOscHurdle = 77; 
   LowerStdErrOscHurdle = 23; }
else if ( ticker == "QID" OR ticker == "QLD" ) 
{  UpperStdErrOscHurdle = 78; 
   LowerStdErrOscHurdle = 22; } 
else if ( ticker == "CTBI" OR ticker == "PSPT" ) 
{  UpperStdErrOscHurdle = 79; 
   LowerStdErrOscHurdle = 21; } 
else if ( ticker == "SBUX" OR ticker == "WOR" OR ticker == "NFLX" OR ticker == "QQQQ" OR ticker == "ARXX" OR ticker == "IWM" OR ticker == "DXD" OR ticker == "DDM" ) 
{  UpperStdErrOscHurdle = 80; 
   LowerStdErrOscHurdle = 20; }
else if ( ticker == "SUBK" OR ticker == "WASH" OR ticker == "GILD" OR ticker == "LIFC" OR ticker == "PLLL" OR ticker == "MZZ" OR ticker == "MVV" ) 
{  UpperStdErrOscHurdle = 81; 
   LowerStdErrOscHurdle = 19; } 
else if ( ticker == "PLFE" OR ticker == "AOB"  ) 
{  UpperStdErrOscHurdle = 82; 
   LowerStdErrOscHurdle = 18; }
else if ( ticker == "CHS"  OR ticker == "SIGM" OR ticker == "SDS" OR ticker == "SSO" ) 
{  UpperStdErrOscHurdle = 83; 
   LowerStdErrOscHurdle = 17; }
else if ( ticker == "SASR" OR ticker == "AKS" OR ticker == "SCHW" ) 
{  UpperStdErrOscHurdle = 84; 
   LowerStdErrOscHurdle = 16; }  
else if ( ticker == "TONE" OR ticker == "NETL" OR ticker == "TTWO" OR ticker == "AEIS" ) 
{  UpperStdErrOscHurdle = 85; 
   LowerStdErrOscHurdle = 15; } 
else if ( ticker == "WCI" OR ticker == "GTI" ) 
{  UpperStdErrOscHurdle = 86; 
   LowerStdErrOscHurdle = 14; }
else if ( ticker == "GOL" OR ticker == "MRVL" OR ticker == "AFFX" OR ticker == "JOYG" OR ticker == "RCII" OR ticker == "ENTG" ) 
{  UpperStdErrOscHurdle = 87; 
   LowerStdErrOscHurdle = 13; }
else if ( ticker == "SFNC" OR ticker == "PEIX" OR ticker == "SLAB" OR ticker == "URBN" ) 
{  UpperStdErrOscHurdle = 88; 
   LowerStdErrOscHurdle = 12; } 
else if ( ticker == "AQNT" ) 
{  UpperStdErrOscHurdle = 90; 
   LowerStdErrOscHurdle = 10; } 
else if ( ticker == "AUY" ) 
{  UpperStdErrOscHurdle = 94; 
   LowerStdErrOscHurdle = 6; } 
else if ( ticker == "ELN" OR ticker == "ISIS" ) 
{  UpperStdErrOscHurdle = 95; 
   LowerStdErrOscHurdle = 5; } 
else 
{  UpperStdErrOscHurdle = 90; 
   LowerStdErrOscHurdle = 10; } 


function SteBand( array, periods, upper ) 
{ 
Lr = LinearReg( array, periods ); 
se = StdErr( array, periods ); 
return LR + IIf( upper, 1, -1 ) * 2 * se; 
}

Periods = 8;
//Periods = Optimize("Periods",8,6,8,1);
SmoothingPeriods = 3;  
//SmoothingPeriods = Optimize("SmoothingPeriods",3,1,5,1); 
UpperStdErrBand = MA(SteBand( C, Periods, True ),SmoothingPeriods); 
LowerStdErrBand = MA(SteBand( C, Periods, False ),SmoothingPeriods); 

K1 = 2;
//K1 = Optimize("K1",2,1.5,2.5,.2);
K2 = 4;
//K2 = 2 * K1;
//K2 = Optimize("K2",4,2,5,.1);
StdErrOsc = (C+K1*StdErr(C,Periods)-MA(C,3))/(K2*(StdErr(C,Periods)))*100;

//UpperStdErrOscHurdle = 90;
//UpperStdErrOscHurdle = Optimize("UpperStdErrOscHurdle",90,71,95,1);
//LowerStdErrOscHurdle = Optimize("LowerStdErrOscHurdle",10,5,25,1);
//LowerStdErrOscHurdle = 100 - UpperStdErrOscHurdle;
//TradeWithTrend = 34;
//TradeWithTrend = Optimize("TradeWithTrend",34,20,50,2);
Buy = StdErrOsc <= LowerStdErrOscHurdle ;//AND MA(C,34) > Ref(MA(C,34),-1);
Sell = C >= UpperStdErrBand OR StdErrOsc >= UpperStdErrOscHurdle;
Short = StdErrOsc >= UpperStdErrOscHurdle ;//AND MA(C,34) < Ref(MA(C,34),-1);
Cover = C <= LowerStdErrBand OR StdErrOsc <= LowerStdErrOscHurdle;


//ApplyStop( stopTypeLoss, stopModePercent, Optimize( "max. loss stop level", 13, 2, 30, 1 ), 2, False, 0 );
MaxLossStop = 10;
//MaxLossStop =        Optimize("MaxLossStop",6,1,15,1);
ApplyStop(0,1,MaxLossStop,1,1);
//MaxTimeStop = 11 ;
//MaxTimeStop =          Optimize("MaxTimeStop",11,1,45,1) ;
//ApplyStop(3,1,MaxTimeStop,1,1) ;




Filter = Buy OR Sell OR Short OR Cover;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );  
Cover= ExRem( Cover, Short );
Short = ExRem( Short , Cover);
Title = Name () + "    " + Date() + 
"    \\c05O " + WriteVal(O,2.2) + 
"    \\c14H " + WriteVal(H,2.2) + 
"    \\c14L " + WriteVal(L,2.2) + 
"    \\c11C " + WriteVal(C,2.2) + 
"      (" + WriteVal(ROC(Close,1),2.2) + 
"%)    \\c25Volume "+WriteVal(V,1) +"
  \\c14     UpperStdErrBnd  " + WriteVal(UpperStdErrBand,2.2) +
"  \\c14     LowerStdErrBnd  " + WriteVal(LowerStdErrBand,2.2) +
"     \\c14  UpperSEOHurdle= " + WriteVal(UpperStdErrOscHurdle,2) +
"  \\c14  LowerSEOHurdle= " + WriteVal(LowerStdErrOscHurdle,2);
Plot(C,"",colorGreen,64); 
PlotShapes( IIf( Buy,shapeUpTriangle, shapeNone ), colorGreen,0,L,-50);
PlotShapes( IIf( Sell,shapeHollowDownTriangle, shapeNone ), colorRed,0,H,-50);
PlotShapes( IIf( Cover,shapeHollowUpTriangle, shapeNone ), colorRed,0,H,-50);
PlotShapes( IIf( Short,shapeDownTriangle, shapeNone ), colorGreen,0,L,-50);
//AddColumn(IIf(Buy,LowerStdErrOscHurdle,0),"BotHurd",1);
AddColumn(3000/C,"#shares",1);
AddColumn(IIf(Buy,StdErrOsc,0),"BUY",1);
AddColumn(IIf(Sell,StdErrOsc,0),"SELL",1);
//AddColumn(IIf(Short,UpperStdErrOscHurdle,0),"TopHurd",1);
AddColumn(IIf(Short,StdErrOsc,0),"SHORT",1);
AddColumn(IIf(Cover,StdErrOsc,0),"COVER",1);
Plot(Close, "C", colorGreen, styleCandle ); 
Plot( UpperStdErrBand, "Upper SE Band ", colorGreen, styleLine + styleThick ); 
//Plot( MidStdErrBand, "Mid SE Band ", colorBlack , styleLine ); 
Plot( LowerStdErrBand, "Lower SE Band ", colorRed, styleLine + styleThick ); 
//Plot(StdErrOsc,"StdErrOsc",colorWhite,4|styleOwnScale);
GraphXSpace = 10;