var lowpass(vars In,int Period)
{
  var a = 1./(1+Period);
  vars Out = series(In[0],3);
  return Out[0] = (a-0.25*a*a)*In[0]
    + 0.5*a*a*In[1]
    - (a-0.75*a*a)*In[2]
    + (2-2*a)*Out[1]
    - (1-a)*(1-a)*Out[2];
}

function run()
{
	EndDate = 20171231; // fixed simulation period 
	Verbose = 2;
	LookBack = 300;	// needed for MMI
	asset("EUR/USD");
	set(LOGFILE,PLOTNOW); // log all trades

	vars Prices = series(priceClose());
	vars Trends = series(LowPass(Prices,300));
    vars Trends = series(lowpass(Prices,300));
    vars Trends2 = series(lowpass(Prices,300));

	
	Stop = 30*ATR(100); // very distant stop
	
	vars MMI_Raws = series(MMI(Prices,300));
	vars MMI_Smooths = series(LowPass(MMI_Raws,300));
    vars MMI_Smooths = series(lowpass(MMI_Raws,300));
	
	if(falling(MMI_Smooths)) 
	{
		if(valley(Trends))
			enterLong();
		else if(peak(Trends))
			enterShort();
	}

    string Row = strf(
        "%02i/%02i/%02i %02i:%02i,%.5f,%.5f,%.5f,%.5f,%.5f,%.5f\n",
        day(),month(),year()%100,hour(),minute(),
        priceO(),priceH(),priceL(),priceC(), Trends[0], Trends2[0]);

    if(is(INITRUN))
        file_delete("Data\\export.csv");
        // Create header row here
        // file_append("Data\\export.csv",Row);
    else
        file_append("Data\\export.csv",Row);
}