var Gap = 0;

	while(asset(loop("MES","MNQ","MYM","M2K")))	
	{
		if(at(1330 + BarPeriod)){
			Gap = priceO() - priceC(1);
			watch("!StartAvgGap",Gap);
		} 
		var* Degap = series(priceC());
		watch("!AvgGap",Degap[0],Degap[0] - Gap);
        }

// Alice3a: Portfolio trading ///////////////////

function tradeCounterTrend()
{

	TimeFrame = frameSync(4);
	vars Prices = series(price());
	vars Cycles = series(BandPass(Prices,30,2));
	vars Signals = series(FisherN(Cycles,500));
	var Threshold = optimize(1,0.8,1.2,0.1);

	LifeTime = 4*optimize(100,50,150,10);
	Trail = Stop = optimize(10,4,20,2)*ATR(100);
	MaxLong = MaxShort = -1;
	
	var Regime = FractalDimension(Prices,100);
	var RegimeThreshold = optimize(1.5,1.3,1.7,0.1);

	if(okToTrade == true){
		if(Regime > RegimeThreshold)
		{
			if(crossUnder(Signals,-Threshold))
				enterLong(); 
			else if(crossOver(Signals,Threshold))
				enterShort();
		} 
	}
}

function tradeTrend()
{
	TimeFrame = 1;
	vars Prices = series(price());
	vars Trends = series(Laguerre(Prices,optimize(0.05,0.02,0.15,0.01)));
	vars EMA20 = series(EMA(Prices,20));

	Stop = optimize(10,4,20,2)*ATR(100);
	Trail = 0;
	LifeTime = 0;
	MaxLong = MaxShort = -1;
	
	var MMI_Period = optimize(300,100,400,100);
	vars MMI_Raws = series(MMI(Prices,MMI_Period));
	vars MMI_Avgs = series(SMA(MMI_Raws,MMI_Period));
	if(okToTrade == true){
		if(falling(MMI_Avgs)) {
			if(valley(Trends))
				enterLong();
			else if(peak(Trends))
				enterShort();
		}		
	}

}
function run()
{
	if(is(INITRUN)) {
		bool okToTrade = false;
		watch("!okToTradeINITRUN:",okToTrade);
	}
	

	set(PARAMETERS+LOGFILE+TESTNOW+PLOTNOW);
	StartDate = 20240501; // further back due to WFO
	//EndDate = 2018;   // fixed simulation period
	BarPeriod = 5;	// 1 hour bars
	LookBack = 5*400;	// needed for FisherN()
	if(Train) Detrend = TRADES;
	StartMarket = 1330;
	EndMarket = 2001;
	BarMode = BR_MARKET;
	// close all position at 16:15 local time

	if(at(2000)) {
	  printf("\nClosin g all positions");
	  exitLong("**");
	  exitShort("**");
	}
	NumWFOCycles = 10; // activate WFO
	NumCores = -1;		// multicore training (Zorro S only)
	ReTrainDays = 147;
	if(ReTrain) {
		UpdateDays = -1;	// update price data from the server 
		SelectWFO = -1;	// select the last cycle for re-optimization
	}
	if(at(1330 + BarPeriod)){
		//THIS SAYS UNDECLARED IDENTIFIER EVEN THOUGH IT IS DECLARED IN INIT ABOVE
		okToTrade = false;
		watch("!okToTradeFIRSTBAR:",okToTrade);
	}
// portfolio loop
	while(asset(loop("MES","MYM"))){
		vars Prices = series(price());
		
		//ONCE THIS IS EMA TOUCHED FOR THE DAY
		//I WANT TO RETAIN THIS FLAG VALUE AND ONLY TRADE 
		//AFTER IT IS SET TO TRUE
		//THEN RESET IT AT ONLY AT FIRST BAR OF DAY ABOVE
		vars EMA20 = series(EMA(Prices,20));
		if(touch(Prices,EMA20))
			okToTrade = true;	//UNDECLARED ERROR
	
		while(algo(loop("TRND","CNTR")))
		watch("!okToTradeALGO:",okToTrade);
		
		// WANT TO TRADE ONLY AFTER PRICE TOUCHES EMA(20)
		//if(okToTrade == true)
		{
			if(Algo == "TRND") 
				tradeTrend(okToTrade);
			else if(Algo == "CNTR") 
				tradeCounterTrend(okToTrade);			

		}	
	}
}