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To implement the strategies from my article, "Mutated variables, volatility and a new market paradigm," first write the programs that will generate studies and systems. Begin by building a function that indicates the current state of the market. Use this function to build indicators, paintbars and systems. Use of the BollingerBand function saves some programming time, but you could also insert your own standard deviation function here if you want to be more precise.


Default Settings For NMP Function:
Function Name: NewMarketParadigm
Output: Numeric




Input: Price(NumericSeries),Length(NumericSimple),StdDevUp (NumericSimple),StdDevDn(NumericSimple);
value1 = BollingerBand(Price,Length,StdDevUp);
value2 = BollingerBand(Price,Length,StdDevDn);
Condition1 = value1 < value1[1] and value2 > value2[1]; {Contraction}{Built as conditions for later revision --WD}
Condition2 = value1 > value1[1] and value2 < value2[1]; {Expansion}
Condition3 = Condition1 = False and Condition2 = False; {Transition}
IF Condition1 then NewMarketParadigm = 1; {Contraction}
IF Condition2 then NewMarketParadigm = 2; {Expansion}
IF Condition3 then NewMarketParadigm = 3; {Transition}




New market paradigm indicators

These two indicators can be used to create the distinctive bow-tie formations shown on the charts in the article. They can be applied by inserting them into the same subgraph on any chart. They can also be directly overlaid over the price action, if desired.

Default Settings for Contraction Indicator:
Name: NewMarketParadigm C
Style: BLUE




Input: Price(close),Length(28),StdDevUp(2),StdDevDn(-2);
value1 = BollingerBand(Price,Length,StdDevUp);
value2 = BollingerBand(Price,Length,StdDevDn);
IF NewMarketParadigm(Price,Length,StdDevUp,StdDevDn) = 1 then begin
Plot1(value1,"");
Plot2(value2,"");
End;





Default Settings for Expansion Indicator:
Name: NewMarketParadigm E
Style: RED




Input: Price(close),Length(28),StdDevUp(2),StdDevDn(-2);
value1 = BollingerBand(Price,Length,StdDevUp);
value2 = BollingerBand(Price,Length,StdDevDn);
IF NewMarketParadigm(Price,Length,StdDevUp,StdDevDn) = 2 then begin
Plot1(value1,"");
Plot2(value2,"");
End;




 
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