[LegacyColorValue = true]; 

{ TSM Double EXP from difference
  Copyright 2011 P J Kaufman. All rights reserved. }

{ period = length of calculaton
  crossoption =0 using trendline, =1 use price crossing trendline
}
  input: longperiod(18), shortperiod(8), difference(9), investment(100000);
  vars:	MAlong(0), MAshort(0), size(0), diff(0);

	MAlong = xaverage(close,longperiod);
	MAshort = xaverage(close,shortperiod);
	size = investment/(AvgTrueRange(longperiod)*bigpointvalue);
	
	diff = MAshort - MAlong;
	If diff > xaverage(diff,difference) then Buy size contracts next bar at market
		Else if diff < xaverage(diff,difference) then sell short size contracts next bar at market;
			

	