Wyckoff Supply & Demand w trend Direction Expert
You will need the PowerPivots Plus Add-on for this expert to work 

Highlights 

Long 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B>0 

Short 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B<0 

Out 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B=0 

Symbols 

long Entry 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B>0 AND Ref(B,-1)<=0 

Short entry 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B<0 AND Ref(B,-1)>=0 

Long Entry 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B=0 AND Ref(B,-1)>0 

Short exit 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B=0 AND Ref(B,-1)<0
*****Symbols for the above expert*****
Long entry 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B>0 AND Ref(B,-1)<=0 

Short entry 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B<0 AND Ref(B,-1)>=0 

Long exit 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B=0 AND Ref(B,-1)>0 

Short exit 

UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
TD:=ExtFml("PowerPivots.TrendDirection",1,2); 
LE:=Mov(B,5,S)>0 AND TD=1; 
SE:=Mov(B,5,S)<0 AND TD=-1; 
SX:=Mov(B,5,S)>0; 
LX:=Mov(B,5,S)<0; 
B:=ExtFml("PowerPivots.SysEval",LE,LX,SE,SX,"!@#$#@!"); 
B=0 AND Ref(B,-1)<0
*****Wyckoff Supply and Demand indicator*****
UDPC:=(C>((H-L)*.5)+L) AND C>Ref(C,-1); 
UDNC:=(C<((H-L)*.5)+L) AND C>Ref(C,-1); 
DDPC:=(C>((H-L)*.5)+L) AND C<Ref(C,-1); 
DDNC:=(C<((H-L)*.5)+L) AND C<Ref(C,-1); 
HVWS:=((H-L)>Ref((H-L),-1)) AND V>Ref(V,-1); 
HVNS:=((H-L)<Ref((H-L),-1)) AND V>Ref(V,-1); 
LVWS:=((H-L)>Ref((H-L),-1)) AND V<Ref(V,-1); 
LVNS:=((H-L)<Ref((H-L),-1)) AND V<Ref(V,-1); 
B:=If(UDPC AND HVWS,8,If(UDPC AND HVNS,7,If(UDPC AND LVWS,6,If(UDPC AND LVNS,5, If(UDNC AND HVWS,4,If(UDNC AND HVNS,3,If(UDNC AND LVWS,2,If(UDNC AND LVNS,1, If(DDPC AND HVWS,-8,If(DDPC AND HVNS,-7,If(DDPC AND LVWS,-6,If(DDPC AND LVNS,-5, If(DDNC AND HVWS,-4,If(DDNC AND HVNS,-3,If(DDNC AND LVWS,-2,If(DDNC AND LVNS,-1,0)))))))))))))))); 
prd:=Input("Period",1,100,5); 
If(Mov(B,prd,S)>=0,Mov(B,prd,S),0); 
If(Mov(B,prd,S)<0,Mov(B,prd,S),0);