par(Main             : Instrument;
    MidPointEMAlen   : Integer;     // Parameters for Trender
    TrueRangeEMAlen  : Integer;
    StdDevPeriod     : Integer;
    StdDevFactor     : Real;
    UseClose         : Boolean;
    W1orE2           : Integer;     // Parameters for FearGreed
    FastMA           : Integer;
    SlowMA           : Integer;
    ShiftBack        : Integer;     // Also used for the TrueRange over "ShiftBack" periods
    SmoothMA         : Integer;
    BuyLevel,
    SellLevel        : Real;
    Out TrenderRes,
        TrenderSup   : RealVector;
    Out FearGreed    : RealVector;
    Out LinZero,
        LinBuy,
        LinSell      : RealVector;
    Out ChangePct    : RealVector;
    Out BuyAge,
        SellAge      : RealVector;
    Out Buy, Sell    : BooleanVector);

var i,
    Lengde,
    StartPos,
    TotPeriod        : Integer;
    Support          : Boolean;
    r1, r2,
    r3, r4           : RealVector;
    StdDevTrueRange  : RealVector;
    MidPoint,
    AdjMidPoint      : RealVector;
    Trender,
    HiPrice,
    LoPrice,
    ClsPrice,
    HiPricePeriod,
    LoPricePeriod    : RealVector;
    ZeroVector,
    UnDefVector      : RealVector;
    TrueRange,
    TrueRangeUp,
    TrueRangeEMA,
    TrueRangeDwn     : RealVector;
    TRfastUp,
    TRfastDwn,
    TRslowUp,
    TRslowDwn        : RealVector;
    FGraw,
    FastDiff,
    SlowDiff         : RealVector;
    b1, s1,
    b2, s2           : BooleanVector;

BEGIN
  LinZero := 0;
  ZeroVector := 0;
  StartPos := 14;
  HiPrice := FILL(Main.High);
  LoPrice := FILL(Main.Low);
  ClsPrice := FILL(Main.Close);
  Lengde := LEN(ClsPrice) - 1;
  // Calculate True Range
  R1 := HiPrice - LoPrice;
  R2 := ABS(LoPrice - Shift(ClsPrice, 1));
  R3 := ABS(HiPrice - Shift(ClsPrice, 1));
  R4 := ALT((R1 > R2), R1, R2);
  TrueRange := ALT((R3 > R4), R3, R4);
  TrueRangeEMA := MAVX(TrueRange, TrueRangeEMAlen);
  StdDevTrueRange := STDEV(TrueRangeEMA, StdDevPeriod);
  MidPoint := (LoPrice + HiPrice) / 2;
  AdjMidPoint := MAVX(MidPoint, MidPointEMAlen) + (TrueRangeEMA / 2);
  AdjMidPoint := AdjMidPoint + (StdDevTrueRange * StdDevFactor);
  // Calculate support and resistance lines for the Trender
  //---------------------------------------------------------
  TrenderRes := AdjMidPoint;
  TrenderSup := MAVX(MidPoint, MidPointEMAlen) - (TrueRangeEMA / 2);
  TrenderSup := TrenderSup - (StdDevTrueRange * StdDevFactor);
  // Find initial direction = the active Trender
  Support := (ClsPrice[StartPos] > TrenderRes[StartPos]);
  i := StartPos;
  Loop;
    i := i + 1;
    if (i > Lengde) then Exit; end;
    if Support then
      if (TrenderSup[i-1] > TrenderSup[i]) then
        TrenderSup[i] := TrenderSup[i-1];
      end;
      if (ClsPrice[i] < TrenderSup[i]) then
        // Make TrenderRes the new Trender => go from buy to sell
        s1[i] := TRUE;
        Support := FALSE;
        Trender[i] := TrenderRes[i];
      else
        b1[i] := TRUE;
        Trender[i] := TrenderSup[i];
      end;
    else
      if (TrenderRes[i-1] < TrenderRes[i]) then
        TrenderRes[i] := TrenderRes[i-1];
      end;
      if (ClsPrice[i] > TrenderRes[i]) then
        // Make TrenderSup the new Trender => go from sell to buy
        b1[i] := TRUE;
        Support := TRUE;
        Trender[i] := TrenderSup[i];
      else
        s1[i] := TRUE;
        Trender[i] := TrenderRes[i];
      end;
    end;
  end;  // Loop...
  TrenderRes := ALT((s1 = TRUE), Trender, UnDefVector);
  TrenderSup := ALT((b1 = TRUE), Trender, UnDefVector);
  // Calculate FearGreed
  //---------------------
  LoPricePeriod := Std.MIN(LoPrice, ShiftBack);
  HiPricePeriod := Std.MAX(HiPrice, ShiftBack);
  // Calculate new TrueRange for "ShiftBack" periods
  R1 := HiPricePeriod - LoPricePeriod;
  R2 := ABS(LoPricePeriod - Shift(ClsPrice, 1));
  R3 := ABS(HiPricePeriod - Shift(ClsPrice, 1));
  R4 := ALT((R1 > R2), R1, R2);
  TrueRange := ALT((R3 > R4), R3, R4);
  TrueRangeUp := ALT((ClsPrice > SHIFT(ClsPrice, ShiftBack)), TrueRange, ZeroVector);
  TrueRangeDwn := ALT((ClsPrice < SHIFT(ClsPrice, ShiftBack)), TrueRange, ZeroVector);
  if (W1orE2 = 1) then
    TRfastUp := MAVW(TrueRangeUp, FastMA);
    TRfastDwn := MAVW(TrueRangeDwn, FastMA);
    TRslowUp := MAVW(TrueRangeUp, SlowMA);
    TRslowDwn := MAVW(TrueRangeDwn, SlowMA);
  else
    TRfastUp := MAVX(TrueRangeUp, FastMA);
    TRfastDwn := MAVX(TrueRangeDwn, FastMA);
    TRslowUp := MAVX(TrueRangeUp, SlowMA);
    TRslowDwn := MAVX(TrueRangeDwn, SlowMA);
  end;
  FastDiff := (TRfastUp - TRfastDwn);
  SlowDiff := (TRslowUp - TRslowDwn);
  FGraw := (FastDiff - SHIFT(SlowDiff, ShiftBack));
  if (W1orE2 = 1) then
    FearGreed := MAVW(FGraw, SmoothMA);
  else
    FearGreed := MAVX(FGraw, SmoothMA);
  end;
  TotPeriod := LEN(FearGreed) - 1;
  // Depending on the current time period (M, W or D), the corresponding period for MIN and MAX is set.
  if TimeUnit(TimeVec) = 2 then
    i := 822;
  else
    if TimeUnit(TimeVec) = 3 then
      i := 182;
    else
      i := 42;
    end;
  end;
  if i > TotPeriod then
    i := TotPeriod - 5;
  end;
  R1 := Std.MAX(FearGreed, i);
  R4 := Std.MIN(FearGreed, i);
  LinBuy := (R1[TotPeriod] * BuyLevel) / 100;
  LinSell := (R4[TotPeriod] * SellLevel) / 100;
  b2 := (b1 = TRUE);
  s2 := (s1 = TRUE);
  Buy := FilterBuy(b2, s2);
  Sell := FilterSell(b2, s2);
  i := std.GetBuySellAge(Buy, Sell, BuyAge, SellAge);
  ChangePct := DiffFromSignal(Buy OR Sell, ClsPrice);
END;