int MMI_PERIOD = 250;
int FISHER_PERIOD = 200;
float STOP_DISTANCE = 4;
float MMI_THRESH = 51.5; // 51.5
float FD_THRESH = 1.55; // 1.55
float ENTER_CYCLE_THRESH = 2.4; // 2.4
float EXIT_CYCLE_THRESH = -0.2;

int HoldTrend = 0;

void main() {
    HoldTrend = 0;
    BarPeriod = 5;

    StartDate = 20190101;
    EndDate = 20220101;

    History = "History\\*m5.t6";
    asset("BTCUSD");
    set(PLOTNOW);
}

void counterTrend(bool IsActive, vars Prices) {
    vars Cycles = series(BandPass(Prices,20,2));
    vars Signals = series(FisherN(Cycles,FISHER_PERIOD));
    plot("Signals",Signals,NEW,GREEN);

    plot("Enter Long",-ENTER_CYCLE_THRESH,0,BLUE);
    plot("Exit Long",EXIT_CYCLE_THRESH,0,BLUE);

    plot("Enter Short",ENTER_CYCLE_THRESH,0,RED);
    plot("Exit Short",-EXIT_CYCLE_THRESH,0,RED);

    if(IsActive && HoldTrend == 0) {
        if(crossOver(Signals,ENTER_CYCLE_THRESH))
            enterShort();
        if(crossUnder(Signals,EXIT_CYCLE_THRESH * -1))
            exitShort();
        if(crossUnder(Signals,ENTER_CYCLE_THRESH * -1))
            enterLong();
        if(crossOver(Signals,EXIT_CYCLE_THRESH))
            exitLong();
    }
}

void followTrend(bool IsActive, vars Prices) {
    vars Trend = series(Laguerre(Prices,200));

    plot("Following",HoldTrend,NEW,RED);
    plot("Trend",Trend,MAIN,BLUE);

    if(HoldTrend == 1) {
        if(peak(Trend) || Prices[0] < Trend[0]) {
            exitLong();
            HoldTrend = 0;
            return;
        }
        if(valley(Trend) || Prices[0] > Trend[0]) {
            exitShort();
            HoldTrend = 0;
            return;
        }
    }
    if(IsActive) {
        if(rising(Trend)) {
            enterLong();
            HoldTrend = 1;
        }
        else if(falling(Trend)) {
            enterShort();
            HoldTrend = 1;
        }
    }
}

void run() {
    LookBack = 800;
    if(Train) Detrend = TRADES;
    set(PARAMETERS+LOGFILE+TESTNOW+PLOTNOW);
    MaxShort = MaxLong = -1;

    vars Prices = series(priceClose());
    vars FDRaws = series(FractalDimension(Prices,400));
    vars FDSmooth = series(SMA(FDRaws,400));
    plot("FD Smoothed",FDSmooth,NEW,GREEN);
    plot("FD Threshold",FD_THRESH,0,RED);

    vars MMIRaws = series(MMI(Prices,MMI_PERIOD));
    vars MMISmooth = series(SMA(MMIRaws,MMI_PERIOD));
    plot("MMI Smoothed",MMISmooth,NEW,BLUE);
    plot("MMI Threshold",MMI_THRESH,0,RED);

    Stop = STOP_DISTANCE*ATR(10);
    MaxLong = MaxShort = -1;

    // bool TradeWithTrend = FDSmooth[0] > FD_THRESH && MMISmooth[0] < MMI_THRESH;
    bool TradeCounterTrend = FDSmooth[0] > FD_THRESH;
    bool TradeWithTrend = falling(MMISmooth) && falling(FDSmooth) && MMISmooth[0] < MMI_THRESH && !TradeCounterTrend;

    if(TradeWithTrend) plot("Follow The Trend",1,NEW,PURPLE);
    else plot("Follow The Trend",0,NEW,PURPLE);

    followTrend(TradeWithTrend,Prices);
    // counterTrend(TradeCounterTrend && !TradeWithTrend,Prices);
}