#define H1 (60/BarPeriod)
#define H24 (1440/BarPeriod)
#define W1 (7200/BarPeriod)
//var LastWeekClose;
//#define CancelOtherTrades AssetVar[0]; 

int myTMF() { //if stopped out, set pending at W1close in opp direction
	var LastWeekClose = AssetVar[1];
	if (TradeIsLong and TradeIsStop) {
		//enter at last close
		TradeEntryLimit = LastWeekClose;
		TradeStopLimit = 30*PIP;
		enterShort(myTMF);
	}
	if (TradeIsShort and TradeIsStop) {
		TradeEntryLimit = LastWeekClose;
		TradeStopLimit = 30*PIP;
		enterLong(myTMF);
	}
	if(TradeIsPending and AssetVar[0] == 1) {
	return 1;
	
}
	if(TradeIsOpen) {
		AssetVar[0] = 1;
		ThisTrade->manage = 0; // terminate the TMF
	}

	return 0;
}

function frameAlign(BOOL Event){ 
	// Let time frame start when Event == true
	// f.i. frameAlign(hour() == 0); aligns to midnight 
	TimeFrame = 1;
	vars Num = series(0); // use a series for storing Num between calls
	Num[0] = Num[1]+1;    // count Num up once per bar  
	if(!Event) 
	TimeFrame = 0;      // continue current time frame  
	else {
		TimeFrame = -Num[0]; // start a new time frame
		Num[0] = 0;          // reset the counter  
	}
}

function run() {
	set(TICKS);  // normally needed for TMF
	Weekend = 3; // don't run TMF at weekend
	StartDate = 20141201;
	EndDate = 20141231; //preserve 2015 data for OOS testing
	BarPeriod = 60;
	if (is(INITRUN)) AssetVar[0] = 0;
//	CancelOtherTrades = 0;
	
	TimeFrame = W1;
	frameAlign(dow() == 7 and hour() == 23); //align weekly chart to a UTC open time of Sunday 2200 
	vars closeW1 = series(priceClose());
	AssetVar[1] = closeW1[0];
	
	TimeFrame = H1;
	int exitDay = 5;
	int exitHour = 16;
	
	if (!(dow() == exitDay and hour() >= exitHour)) {
		Entry = closeW1[0] + 50*PIP;
		Stop = 30*PIP; 
		if (NumOpenLong == 0) {	enterLong(myTMF); } 
		Entry = closeW1[0] - 50*PIP;
		if (NumOpenShort == 0) enterShort(myTMF);
	}
	if (NumPendingLong + NumPendingShort == 0) AssetVar[0] = 0;
	if (dow() == exitDay and hour() == exitHour) {exitLong("*"); exitShort("*");}
	
	
	plot("closeW1", closeW1, MAIN, RED);
}