function MAMA1_Strat(var fastLimit,var slowLimit)
{
	BarPeriod = 480;
	vars Price = series(price());	
	Stop = 2*ATR(100);		
	MAMA(Price,fastLimit,slowLimit);
	vars MAMAs = series(rMAMA);
	vars FAMAs = series(rFAMA);
	
	if( crossUnder(FAMAs,MAMAs) ){		
		reverseShort(1);
	} else if( crossOver(FAMAs,MAMAs) ) {		
		reverseLong(1);
	}
	plot("price",Price[0],MAIN|LINE,BLACK);
	plot("Mama",MAMAs,LINE,RED);
	plot("Fama",FAMAs,LINE,BLUE);
}
function run()
{
	StartDate = 2009;//2003
	EndDate = 2014;//2008			
	NumSampleCycles = 5;	
	
        MAMA1_Strat(0.05,0.5);
        //MAMA2_Strat(0.05,0.5);
	//Shannon1_Strat();
	//Shannon2_Strat();
 	static var maeLosingTrades = 0;
	static var maeWinningTrades = 0;
	for(all_trades){
		if (TradeIsClosed)
			if (TradeProfit < 0 and TradeMAE > maeLosingTrades)
				maeLosingTrades = TradeMAE / PIP;
			else if (TradeProfit >= 0 and TradeMAE > maeWinningTrades)
				maeWinningTrades = TradeMAE / PIP;
	}
	
	
	set(LOGFILE); // log all trades	
        if (is(EXITRUN) and SampleCycle = 5){	
		msg("maeLosingTrades: %f",maeLosingTrades);
		msg("maeWinningTrades: %f",maeWinningTrades);
        }
}

if (is(EXITRUN) and SampleCycle = 5){	
		msg("maeLosingTrades: %f",maeLosingTrades);
		msg("maeWinningTrades: %f",maeWinningTrades);
}