// Trend Trading ///////////////////
#include <profile.c>
function run()
{
EndDate = 20171231; // fixed simulation period
Verbose = 2;
LookBack = 350; // needed for MMI
asset("EUR/USD");
set(LOGFILE,PLOTNOW,PARAMETERS); // log all trades
int Time = optimize(300,260,340,2);
vars Prices = series(priceClose());
vars Trends = series(LowPass(Prices,Time));
Stop = 30*ATR(100); // very distant stop
vars MMI_Raws = series(MMI(Prices,Time));
vars MMI_Smooths = series(LowPass(MMI_Raws,Time));
if(falling(MMI_Smooths))
{
if(valley(Trends))
enterLong();
else if(peak(Trends))
enterShort();
}
plot("MMI_Raw",MMI_Raws,NEW,GREY);
plot("MMI_Smooth",MMI_Smooths,0,BLACK);
//plotTradeProfile(-50);
}