// signal-audit-tool.afl
// Part 9 - Challenge: State or Event?
//
// A diagnosis instrument, not a trading system. Paste the rules under test into
// the marked block and it answers the questions that separate a state bug from
// an event bug:
//
//   How many bars is each array true?
//   What is the longest unbroken run of true bars?
//   Does the array ever become true at all?
//   How many bars at the left edge are empty rather than false?
//
// The decisive column is the longest unbroken run. A Buy array whose longest run
// is 1 is event-shaped. A Buy array whose longest run is 60 is state-shaped. Two
// of the six broken formulas in this challenge are identified by that column
// alone, and two more by the "ever true" column.
//
// Assumptions:
//   - Replace only the marked block. Everything below it is measurement.
//   - Counts cover the bars delivered to this run; SetBarsRequired( sbrAll )
//     asks for the whole history.
//   - Run length is measured as "bars since the array was last false". On a
//     symbol whose Buy array is true from the very first delivered bar, that
//     count has never been reset, so treat a run length equal to the bar count
//     as "always true" rather than as a precise measurement.
//   - The tool describes the arrays. It has no opinion on whether the rule is
//     a good idea.

SetBarsRequired( sbrAll );

// ===========================================================================
// The formula under test - replace this block
// ===========================================================================

Average = MA( Close, 50 );

Buy  = Close > Average;
Sell = Close < Average;

// ===========================================================================
// Measurement - leave this alone
// ===========================================================================

// IsTrue() maps Null to 0 and any non-zero value to 1, so a warm-up Null cannot
// poison the counts the way a raw AND would.
BuyTrue  = IsTrue( Buy );
SellTrue = IsTrue( Sell );

// Bars since the array was last false. On a false bar this is zero, so the
// running maximum of it is the longest unbroken true run so far.
BuyRun  = BarsSince( NOT BuyTrue );
SellRun = BarsSince( NOT SellTrue );

BarsInRange = Cum( 1 );
BuyBars     = Cum( BuyTrue );
SellBars    = Cum( SellTrue );

LongestBuyRun  = Highest( BuyRun );
LongestSellRun = Highest( SellRun );

// How much of the left edge is empty rather than false? A long leading Null run
// means a warm-up dependency you may not have noticed.
BuyNulls  = NullCount( Buy,  1 );
SellNulls = NullCount( Sell, 1 );

Filter = Status( "lastbarinrange" );

AddColumn( BarsInRange,    "Bars in range",              1.0 );
AddColumn( BuyBars,        "Bars where Buy is true",     1.0 );
AddColumn( LongestBuyRun,  "Longest unbroken Buy run",   1.0 );
AddColumn( SellBars,       "Bars where Sell is true",    1.0 );
AddColumn( LongestSellRun, "Longest unbroken Sell run",  1.0 );
AddColumn( BuyNulls,       "Leading Nulls in Buy",       1.0 );
AddColumn( SellNulls,      "Leading Nulls in Sell",      1.0 );
AddColumn( 100 * BuyBars / BarsInRange,  "Buy true, % of bars",  1.2 );